WordPress Download
http://wordpress.org/download/

WordPress Hosted Version
http://www.wordpress.com
Want to play with wordpress but don’t want to install it, and don’t care if you can’t modify the templates?

WordPress Codex
http://codex.wordpress.org/Main_Page
This is the official WordPress documentation wiki.

Template Tags
http://codex.wordpress.org/Template_Tags
These are the calls you can make from any of your templates. I refer to this more than any other page.

Template Hierarchy
http://codex.wordpress.org/images/1/1d/wp_Template_Hierarchy.png
Which template do you need to edit when you want to make a change? This should help you find out.

WordPress Plugins
http://wordpress.org/extend/plugins/
This is the master repository.

Favorite WordPress Plugins
http://www.blueprintds.com/2008/03/13/top-10-wordpress-cms-plugins/
http://www.creativeslice.com/ideas/wordpress/
Two good lists.

MAMP & XAMPP
Want to install WordPress on your local machine?
http://wordpress.org/download/
http://www.mamp.info/en/download.html (LAMP for Mac)
http://www.apachefriends.org/en/xampp-windows.html (LAMP for Windows)

Web Developer Toolbar
http://chrispederick.com/work/web-developer/
Every web developer should have this plugin installed in firefox. Amazing.

Also — WordPress 2.5 is coming out this week (or soon) It may make some of these plugins obsolete.