(Where I've thought it worth mentioning a non-free printed thing like reference grammars I've marked, in case you feel like investing or can find second-hand copies floating around.)
(Also, I'm not being paid for advertising any of this, in case you were wondering, I'm just describing things I've used and use and think you might like to as well.)
General
WordReference (http://www.wordreference.com) is my go-to online dictionary for modern languages. If I'm chatting to someone in something other than English I'll usually have a WR tab open in the background. (Sorry...) They've got (at the time of writing) the usual West European languages plus most of the more popular Slavic ones, as well as the Han character languages (Mandarin, Japanese, Korean) and Arabic. As well as their own definitions, a place where WR shines is in the language forums, where natives will happily fight to the death over the difference between two closely-related terms. (It's worth noting the forums have discussions for some languages that don't have their own dictionaries, too.) It has a free iOS and Android app that's now pretty great, too!
Wiktionary (http://en.wiktionary.org/) is the Wikipedia take on a dictionary, and is generally good for looking words up on the fly when you want to know slightly more detail than you'd get from a regular English-hyphen-language thing like WordReference above, or want information on Classical languages. (A lot of their material comes from out-of-copyright dictionaries, as well as natives.) You can mess around with the usual MediaWiki goodies like browsing by category, and (the most useful feature, if you ask me) look at the In other languages bar at the side to check the native monolingual version for more precise detail/quotations.
Forvo (http://www.forvo.com/) is an online pronunciation guide. Natives record themselves saying words and phrases (and also record where they're from) and you can play them back. I've found it really useful for improving my accent and/or seeing what sort of intonation pattern the word tends towards.
Linguee (http://www.linguee.com/) is an online translator that uses published translations to show you how a word or phrase is translated in context, and so is (for my money) a lot more useful than just plugging things into Google Translate. They've got most of the languages of the EU along with Mandarin, Russian and Japanese. Another helpful thing is that if they suspect a source might be machine-translated or generally suspect they put a hazard sign in to warn you.
Memrise (http://www.memrise.com/) is a free spaced repetition learning site where you can learn things like vocabulary lists that people have uploaded - what sets it apart from other spaced repetition programs is that users share their memory aids for each item. This works really well in the more popular courses that lend themselves to it, like the HSK Level 1 Mandarin characters (which turn into little animations of what they mean). People add new sets all the time, so it's worth having a look to see what you feel like doing. The site does expect you to check in and practise regularly, though.
Project Gutenberg (http://www.gutenberg.org/) is a brilliant resource good for much more than learning languages. It's an online collection of digitised out-of-copyright texts on pretty much any topic you like. They've got far more English-language stuff than anything else, and often the formatting doesn't really come through (unless it's a scan), but if you're in the market for something from before about 1920 definitely have a look here. You might also want to check WikiSource (http://en.wikisource.org/) for a similar type of thing.
Google and Wikipedia I imagine you might already have heard of, but there are a couple of tricks you can use to get even more use out of them:
For Google, first of all if you're unsure which of two options for translating something is more popular, try running searches on both of them and compare which has more results (the person who told me about this pointed out this might not help if the phrase has recently been used in a popular song). Sneakier still (and my favourite way to deal with pesky idioms) is to put the phrase in in English and then translation in the relevant language and see if there's a native equivalent. Another good technique to add to your Google-Fu is, if the language in question is likely to have been of interest to people in the nineteenth and early twentieth centuries, to put the language followed by primer (for starting from scratch) or reader (for getting confident with reading texts in the original with a bit of help) and see what comes up. You also get the entertainment value of the rather Victorian turns of phrase and commentary, though don't be surprised if the phrases in or views on the language presented are similarly outdated.
With Wikipedia, beyond eyeing up a language's language, grammar, phonology, orthography etc. pages (take with a pinch of salt, and see what works they cite at the bottom) it's good to make use of the In other languages bar to see how technical terms are usually translated (for instance, you might be able to come up with a translation of something like United Nations on your own, but if you cross-reference the Wikipedia in the language you'll see what the official version is). Other languages' Wikipedias are also useful for finding yourself something interesting to read in the language - if you're interested in a topic that isn't the language's culture or how many brothers and sisters you have, checking out the Wikipedia page on it can often help you get your reading up slightly less painfully and also (hopefully) give you an idea of what a slightly more formal style sounds like.
Two or more languages
Early Indo-European Languages Online (http://www.utexas.edu/cola/centers/lrc/eieol/index.html) gives ten annotated texts and brief grammar notes as you might expect on Latin, Greek, Sanskrit, Old English and Old Church Slavonic, but also on Lithuanian (which you might note is still a living language, though very old-school Indo-European). Undoubtedly the best part of these is the word-for-word glosses on the texts themselves; certainly for the Latin and Greek series I'd recommend going through a primer first before diving in. It's an incredibly valuable resource, though.
About.com (e.g. http://mandarin.about.com/) has pages and lessons on learning French, German, Italian, Japanese, Mandarin and Spanish (just swap in the language name into the example URL). They sometimes come up with slightly idiosyncratic ways of presenting the grammar points in a bid to make them less frightening, but they have enough useful word lists and sample texts and things that even if the preceding isn't for you they're worth a look.
Reuters Oddly Enough (http://uk.reuters.com/news/oddlyEnough for the UK version) tends to have small, bizarre news stories in various languages (choose your language with the Edition drop-down next to the masthead) that are good for a bit of light reading. As far as I can tell they don't have them for German or Spanish.
Classics (specifically Latin and Greek)
Perseus (http://perseus.tufts.edu) probably has most of the Latin and Greek texts you'll ever want available online, and where you can click on a word to get a definition and have a translation open at the side to check when you're done with a section. It's wonderful.
TextKit (http://www.textkit.com) has a load of free PDFs of materials for teaching yourself Latin and Greek. Whether you bother with any of their courses, I'd definitely recommend getting hold of Kennedy's Revised Latin Primer (they seem to prefer Allen & Greenough's grammar on the site, but you can Google it) and Weir Smyth's A Greek Grammar for Colleges as fairly encyclopaedic reference grammars for the languages.
For help getting your head around Greek grammar, I found this online handout quite useful for reminding myself and probably for helping people get started as well; there are typos and the odd eccentricity here and there, but Maurer helpfully includes references to the relevant parts of Weir Smyth so you can check. Really good, though.
Aoidoi.org has Greek lyric poetry from various eras with a word-for-word glossary underneath. Very nice for reading (for example) Sappho in the original if you're not very confident with grappling with Aeolic Greek unaided.
If you do apps, I recommend Logeion for iOS (sorry, Android/Windows folks, there's an online site too...) for looking up Latin and Greek words in various classic lexica and dictionaries.
French
I remember doing exercises in class from Tex's French Grammar (http://www.laits.utexas.edu/tex/), which is fun and cartoony trip through French grammar with Tex and Tammy, two lovestruck armadillos, that also has plenty of interactive stuff to test yourself on various grammar points.
For spoken French, rfi.fr (http://www1.rfi.fr/lffr/statiques/accueil_apprendre.asp) has loads of free exercises on listening and grammar as well, as well as news stories with exercises and the news in simpler French.
If you use apps and make a habit of reading nineteenth-century and earlier texts in French (which is well worth giving a shot) Le Littré is available as an app, and as a monolingual big-ish tome is very handy for working out what a particular old-fashioned word means in context.
Russian
If you want to check the accent and inflectional characteristics of a word (as well as get a simple translation) have a look at this online version Andrey Zaliznyak's grammatical dictionary (hidden for long URL). A description of how it works can be found here (in Russian), otherwise Google. I'm working at my own summary, so hopefully that'll be up here sooner rather than later.
Not Free: The English-language terrifyingly complete reference grammar of Russian I use is Wade's Comprehensive Russian Grammar. Beyond fixing the old-fashioned (pre-Kiel Convention) IPA in the early section on pronunciation I don't know what else you could ask for.
If you fancy getting familiar with Russian folk tales have a look at Russian Folk Tales (in Russian). Considering the very strong folk traditions around it's worth doing, and can also be a nice change of pace from news and/or voluminous novels.
If you actually do want news articles, the BBC Russian Service (http://www.bbc.co.uk/russian/) is good and reputable.
For apps I've got a copy of Ozhegov's monolingual Russian dictionary, though I don't use it that much. In general Russians in my experience don't seem so bothered about copyright, so if you look at something like http://lib.ru you'll probably find most Russian texts you could want.
German
I've mentioned Harmut's Grammar Pages before (http://www.lsa.umich.edu/german/hmr/) which are also pleasingly nutty in their explanations of grammar points.
Not Free: The reference grammar to get is Hammer's German Grammar, which has everything in scary quantities.
For apps I use WordRoll DE for offline quick searches, otherwise the WordReference app.
Mandarin
Yellow Bridge (http://yellowbridge.com/chinese/dictionary/) is a talking Mandarin dictionary with all kinds of useful features (including some support for Cantonese, which is nice), though if you use an ad blocker you'll need to disable it for all pages on the domain or you won't be able to use the site.
If you've got a strong stomach chinaSMACK (http://www.chinasmack.com/) gives translated articles from the bizarre and frequently gruesome end of Chinese news sites; you can mouseover a particular paragraph to see the original text (which is selectable), and they usually link the source article at the start anyway.
... that's all for now!
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