Quite often its hard to find "JUST" what you are looking for, be it help on a quest, a nice little home, or just a place to hang out and have fun. Here is a small list (hopefully to become large) of useful links
Mods/Downloads
The Elder Scrolls Alliance. A nice bundle of mods that might not be found anywhere else.
Cliffworms"List of mods list" You won't find a better list of "Lists" made by mod users. Many of which are seen as "Need to have"
Oblivion's Real Estate A nice collection of house mods. Big to small. Dry land to under sea havens. This place has them.
Planet elder Scrolls A smaller version of the Nexus this site tends to see less traffic. But with over 4000 mods this place does some times have mods not seen on the nexus!
The Elder scrolls nexus VERY large collection of Oblivion mods(Sister site of the Fallout nexus). Having over 10,000 mods and counting you are sure to find what you want.
TOTO- The Oblivion Texture Overhaul This site contains many of the popular "Texture overhauls". A nice place to find packs to give you some Eyecandy to enjoy wile playing.
*Suggested downloads*
Oblivion Unofficial patch Fixes many issues not fixed in the latest "Official" Patch for Oblivion
Unofficial Shivering Isles patch Fixes many issues not fixed in the latest "Official" Patch for Shivering Isles
Unofficial Official Mods patch Fixes many issues not fixed in the latest "Official" Patch for the Official DLC.
Information
Whogurus useful lore links for modders. A list of TES 4 lore links.
Bethesda softworks forum Simply put this is the main forum for anything made by Bethesda. Having over 250,000 registered people there chances are you will find the answer you are looking for.
The Unofficial Elder scrolls pages More commonly know as "The wiki" As the name applies its a Wikipedia for Elder scrolls games. Including info from Oblivion and its DLC. Morrowind, Daggerfall,Arena, Battlespire, And Redguard this source of info is a must have for quest help and other random tidbits.
Sorrow's Useful modding tools. Created by Insanitysorrow himself this list contains a detailed and easy to read list of tools one would want to start modding. Including Gimp,Blender, and Nifskope.
The Elder Scrolls Alliance Enclave. The first Modding School - here at TESA. Beginners and veterans of modding gather to work together and share what they know. From a simple "How do I adjust a texture" To "Creature a entire new quest line" Bring your questions here.
Oblivion Mods FAQ The Elder Scrolls Construction Set Wiki's comprehensive guide to installing and playing mods for Oblivion.
The Imperial Library - Texts of all books from the Elder Scrolls games and much much more.
Resources
TESA Resource list A very nice and large list of resources used for modding. (Contains stuff not listed in con-tur-eh list)
Modders Resource by Logam
Various resources for different themes.
Modder's Resources by Modders of ORE
Contains many community-made resources placed under different categories for easier searching.
List of Modder’s Resources by con-tur-eh
A very nice and large list of resources used for modding. Contains resources not found in WhoGuru's list.
List of OBSE plugin DLLs by SkyRanger-1
A list of every known DLLs used in OBSE plugins.
List of Grid Maps by bg2408
A useful reference for modders looking to edit exterior cells.
This is only a small list of links that are out there. Please feel free to suggest more with a brief line of info!