Purdue University Online Writing Lab
Also known as "OWL," Purdue's online writing lab is an excellent resource for writers. It offers handouts and materials covering everything from grammar to MLA style and documentation.
The Ready Reference Handbook
The companion site to Jack Dodds' The Ready Reference Handbook, this site contains a number of grammar and punctuation excercises and quizzes.
Bartleby.com
An extensive resource, this site contains an abundance of searchable references, from the American Heritage Dictionary to Simpson's Contemporary Quotations.