This page has some general links that take my fancy at the moment. For Philately links please see under the appropriate section of the web site.
One site always guaranteed to be entertaining and raise a smile is Spank The Monkey. When he's not working stupidly long hours at a clients site Spank seems to spend all his free time out and about being entertained. His reviews covering art, theatre, music, videos, etc. are always very honest. This makes for especially entertaining reading if he doesn't like something! The letters page even has some feedback from the subjects of his reviews.
Being a sad computer techy I obviously love Dilbert cartoons and am a fully paid up member of DNRC (okay, so it's free). If you don't know what DNRC is you'll have to visit the web site to find out. Cartoon strip of the day, archive and lots of merchandise.
The Gallery of Regrettable Food is a food lovers nightmare. This site has a collection of old recipes that fall into the category of "It seemed like a good idea at the time". Looking at them now you wonder how they ever thought they would be appetising to anybody. Anybody with a sense of smell or taste anyway. A lot of them don't exactly look good either! My parents are both wonderful cooks but even they have old cookery books and pamphlets in their collections that bear a striking resemblance to some of those showcased here.
The Hunger Site donates free food each time you visit their page containing their list of sponsors and more if you actually click-through to the sponsor sites themselves. It doesn't cost you anything and only takes a few seconds a day to make a couple of mouse clicks.
The Rainforest Site is a related, but less well known site. The principle is just the same as for The Hunger Site except in this case your mouse click results in an area of rainforest being purchased and protected.