Official Bodies
Australian Service Records - WW1
Where and what they are, how to get hold of them. Some original material
Australian War Memorial
This site is momentous. Australian records on line, including 27,000 photos
British Library - Newspaper Archive
This is going to be a phenomenally useful archive, on a par with the London Gazette mentioned elsewhere. For now it ranks as just "fantastic"
Commonwealth War Graves Commission
Useful contact info, now with a searchable on-line database
German War Graves Commission
On line access to the register. If you want to know where any fallen German is buried or commemorated - this is the place. Site in German, but fairly easily navigable to non-German speakers
GH Williams Collection
Listing of the WW1 archives held at the University of Dallas, Texas
Imperial War Museum
The IWM holds much useful material on all aspects of WW1 - but this is a sadly limited site
London Gazette
A searchable archive of the whole of the London Gazette. Wow!
PRO
The Mecca of British records - the Public Records Office in Kew, London
PRO Index
A searchable index of the entire contents of the British Public Records Office! It's slow, but what the heck ...
PRO Photocopying
Now its possible to order photocopies of records on line
UK National Register of Archives
Not many folk know of this ...