http://www.aryasamaj.com/
A good American site, once you get past the flash  components.

http://www.aryasamajhouston.com/
A very nice American site, very good content.

Arya Pratinidhi Sabha of South Africa
A very nice South African Arya Samaji web site.

http://www.aryasamaj.org/
A good site with a mixture of Hindi and English content.

http://www.bhaktisangeet.com/bhajan/arya/arya.html
Some beautiful bhajans, great if you have broadband.

The Vedic Answers
Questions and answers (an FAQ, if you like!)

http://www.vedicculturalcentre.com/
An excellent site in Toronto, Canada. Just have a look at their fantastic building.

http://koenraadelst.voiceofdharma.com/
This site has extensive academic writings on the origins and history of the Vedas, their language and people. It challenges the "accepted" theories that the Vedas and the Sanskrit language came from outside India, and proposes the interesting and attractive theory that  they are truly native to India, originating in the old Indus civilisation, and pushes the dates of their creation back by several thousand years. The research and conclusions are based on solid scientific evidence. Highly recommended for anybody who has the patience to sit down and study the dense treatises that range widely over such diverse topics as history, linguistics, comparative religion, philosophy and astronomy. Patience is well and truly rewarded!

Related to the above site is the Voice of Dharma at http://voi.org/ which ranges over the full scope of the study of Indology.

http://www.punjabilok.com/faith/arya_samaj/arya_samaj.htm
Part of a general Punjabi web site, but with some good links to history.

Tankara
Birthplace of  Swami Dayanand Ji. Web site dedicated to the founder and leaders of the Arya Samaj.

http://world.std.com/~aditya/toc.html
Aditya Dham, this site has some interesting articles and readings.

RIG VEDA
The Rig-Veda Translated by Ralph Griffith [1896] This is a complete English translation of the Rig Veda.
Rig-Veda (Sanskrit) This is the complete Rig Veda in Sanskrit, in Unicode Devanagari script and standard romanisation.

SAMA VEDA
The Sama-Veda translated by Ralph Griffith [1895]
The Sama Veda is a collection of hymns used by the priests during the Soma sacrifice. Many of these duplicate in part or in whole hymns from the Rig Veda. This is a complete translation.

YAJUR VEDA
The Yajur Veda translated by A.B. Keith [1914]
This is a complete translation of the Yajur Veda. The Yajur Veda is a detailed manual of the Vedic sacrificial rites.

ATHARVA VEDA
The Atharva-Veda translated by Maurice Bloomfield [1897] (Sacred Books of the East, Vol. 42)
The Atharva Veda also contains material from the Rig Veda, but of interest are the numerous incantations and metaphysical texts, which this anthology (part of the Sacred Books of the East series) collects and categorises. The Atharva Veda was written down much later than the rest of the Vedas, about 200 B.C.; it may have been composed about 1000 B.C.

GENERAL
A Vedic Reader for Students by A.A. Macdonell [1917] (excerpts)
This text serves as an introduction to the dramatis personae of the Rig Veda.