Everyday there is another great site pops up that presents the baseball team and player statistics. The sites linked below are my favorites. They are not only great, they are free, so please support them in whatever fashion possible.
TheBaseballCube.com
When I want to get a quick sense of a player thebaseballcube.com is the first place I go. Not only do I get the basic stats that count for fantasy but key bits of information such as birthdate, age at each level, college stats, honors and awards that have been granted the player and a bunch more.
FanGraphs.com
When I need to understand where a player is going statistically or when I want to know why they rose or fell, this is the site I check. Fangraphs has tons of great stats that you rarely find on other sites - wOBA, IFFB percentage, HR/FB, IFH%, WPA and tons more. Plus, this site has a great blog that Dave Cameron --one of the best baseball bloggers on the planet -- contributes to frequently.
HardBallTimes.com
Sometimes I just need someone else to do the heavy lifting for a whilw and that means a trip to hardballtimes.com is in my future. Everything is here -- the news, the stats, the analysis, the fantasy spins, and the great reads. These guys also produce one of the very best baseball annuals in the business. Their annual has everything that the Baseball Prospectus Annual and the Baseball Forecaster are always missing.
FirstInning.com
When I need to study a prospect there is only one source for advanced stats (that won't cost you an arm and a first born) and that is FirstInning.com. All of the stats you want when you're studying up on major leaguers are here for minor leaguers. Plus - prospect lists, charts, graphs, park factors, league factors -- everything you need to seriously examine prospects is here.