Here are some links to sites with free information and applications that I have found useful in my
development, so I recommend these to other users. It is not a complete list of free applications or
info sites in any way, just those I have tested and decided to use in my work. You can also find
books I recommend reading here.

Information sites and forums:

Gamedev.net - Good forum where many professional developers seem to hang.
Codeguru - Place to find general code snippets if you need help.
Swedish Game Awards - Annual game contest where you can find information.
DirectX Tutorial Start - One of many DirectX tutorials for beginners.
Gamedev.Nets DirectX forum FAQ - Lots of useful information.
Two Kings - DirectX game tutorials and information.

Sound applications:

BASS audio engine and tools - Home for BASS audio engine and it's tools.
Audacity - A really great sound editing tool.
Audiograbber - A free audio extraction tool.
Quartz Audio Master Freeware - A free MIDI tool (Win7 x64 not supported)
Sfxr - An excellent, small application for "old school" sound creation.

Graphics applications:

Anim8or - A great 3D modelling tool for beginners.
Blender - 3D modelling tools that can do almost anything, but higher learning curve.
Gimp - A tool needed by any graphics artist.
Tile Studio - Make your own tiles and tile maps.
VirtualDub - A handy AVI video editing tool.
Wings 3D - An easy to use 3D modelling tool for beginners.
Theora codec - A free codec.
DivX codec - The DivX codec and tools.
Wax and WinMorph - Video compositioning and morphing tools.
Super - Convert multimedia files between different formats and profiles.
Bitmap Font Generator - Generate bitmapped fonts from TrueType fonts.
Makehuman - Make 3D humanoid characters in a snap.
MapZone - An advanced procedural texture creation tool.
Sculptris - A great 3D modelling tool.
Inkscape - An excellent vector graphics editor.
PoseRay - A 3D model converter/transformation tool.

Misc handy tools:

Libreoffice - The best office suite available!
IZArc - The best compression/decompression application.
Hashcalc - Calculate misc. hashes for files and strings.
JEdit - A good text editor.
KompoZer - Create your home pages with this application.
PortableApps - Misc handy, portable applications for your USB stick.
Notepad++ - A good text editor.
Pidgin - Really good instant messaging application that support a number of protocols.

Recommended books:

"Introduction to 3D game programming with DirectX 9.0c: A shader approach"
Frank D Luna ISBN:  978-1-59822-016-2

"Programming game AI by example"
Mat Buckland ISBN: 1-55622-078-2

"Beginning GIMP: From novice to professional"
Akkana Peck ISBN: 978-1-59059-587-9

"The animators survival kit"
Richard Williams ISBN 0-571-20228-4