A list of a few of useful EU (competition) law sites in no particular order at all.
EUR-LEX Most beloved and most hated website of all time! The Union's site with (almost) all legislation, documents, cases and anything else you could want concerning EU Law.
DG Competition The Directorate General for Competition. Useful information about EU competition law. Also, a lousy search engine for DG Comp's cases.
Chillin' Competition Insightful and funny...not an oxymoron as Nicholas and Alfonso show!
Kluwer Competition Law Recent developments from all over the world and by a large number of contributors
Antitrust & Competition Policy Blog Daniel Sokol's blog mostly linking recent publications in competition law.
Kartellblog. German blog by Johannes Zöttl. Informative, inspirational and amusing!
The Antitrust Hotch Potch Professor Geradin's revived blog, now in cooperation with several co-bloggers