Air Travel:

www.farecast.com
A great tool for finding low airfare. It also looks at historical data to tell you if the current fare is likely to go up or down.

www.seatguru.com
Not all airline seats are the same. This site has seat maps and reviews for virtually every airline and the planes they fly. Don't choose your seat without it.

www.flightstats.com
A great site for road warriors. All the data you need and some stuff you don't.

www.sidestep.com
www.kayak.com
Two sites that search multiple travel websites for you to find the best deal. Good for hotels too.

Lodging:

www.lastminutetravel.com
If you prefer to know the hotel before you book this is a great resource.

www.hotwire.com
If you are willing to book by star rating and neighborhood you can get great deals. You must purchase at time of booking. Especially great savings on hotels in Europe.

www.homeaway.com
If you are looking for a house, condo or apartment instead of a hotel, check this out. If you are staying a week, you can usually get a house cheaper than a hotel room.

Dining:

www.chowhound.com
Reviews of restaurants by actual diners sorted by region. An easy way to find local establishments.

www.menupages.com
See menus before you go. They only cover 8 cities so far.