There are a number of excellent resources that are freely available online. The list that follows cannot claim to be complete1.
Academic's support kit
A brilliant and free set of resources that is a must for your e-collection is the academic's support kit which was written by three highly experienced, talented and fun academics: Rebecca Boden, Debbie Epstein and Jane Kenway.
The British Educational Research Association provides an excellent resource that covers: methods, ethics, theories of research communication and dissemination. The best way to make a judgement about its value to you is to have a good look around. While it does not claim to cover all possible methods, it has a broad coverage. The same applies to the theory resource.
This University of Huddersfield resource is a comprehensive collection of methodologies for qualitative data analysis for the social sciences. It offers a good account of over twenty methodologies and resources for them. There is a strong emphasis on analysis2 and there are tutorials and case studies to draw on. The site also provides a detailed account of the major pieces of software used for some forms of qualitative data analysis.
Methodspace is an open access resource supported by the publisher Sage. It's worth a look also.
Griffith Library support for researchers
The library offers a set of resources for researchers. They broadly cover the main phases of doing research.
AARE research workshops
The Australian Association for Research in Education offers annual research workshops. You will need to check the site for information about them.
UNESCO's International Institute for Educational Planning
Although directed to support the capacity development in developing countries, there are some useful quantitative resources to be found here.
Smaller, more specific sites
Grounded Theory Online
This site provides support and resources for folk interested in Glaser's approach to grounded theory.
Tara Brabazon podcasts
Tara has built up a good collection of podcasts (MP3 files) around doing research in the social sciences, particularly around beginner researchers.