FreeBDM: Searchable database of Births Death and Marriages in the United Kingdom. Constantly updated.
London Metropolitan Archives: Homepage of the repository of documents relating to London and its population
Family Search: The Church of Latter Day Saints [really!] family history site with good links and information and a decent database to seach
Ancestry: A subscription site with many searchable databases including the census from 1851-1901. They offer a free trial, which I would suggest taking up as you can learn a lot in a small space of tiem. Make sure, if you do use the trial, that you sign up at a time when you will be able to make best use of it!
Public Records Office: Self explanatory. Lots of invaluable information about documents and data held by them along with tips and help as to tracing family
General Register Office: Just as it says on the label. The place to go to order duplicate birth, death and marriage certificates
MOTCO: Online collection of 18th and 19th Century maps of London. Incredibly useful for finding roads that no longer exist.
Charles Booth Online Archive: Searchable site with information, extracts and digital reproduction of Dr Booths Descriptive Maps of London Poverty. Fascinating reading and useful for finding places that no longer exist.
The Society of Genealogists: Informative and interesting with various helpsheets and. Have yet to join but imagine that doing so may be not that far in the future!