Some of the major sites for DXing:

DXZone is the huge site with directories and links.

DXing.com

dxing.info has an article to read, “Introduction to DXing”

hard core DX

Glenn Hauser’s DX Listening Digest

Amateur radio and DX guide

Huge directory: SHORTWAVE, LONGWAVE, DC TO DAYLIGHT

Shortwave

An Introduction to Shortwave Radios for Newbies

John Wagner’s Shortwave Tips & Tricks

Amateur and Shortwave Radio Command Center

The NASWA WWW Shortwave Listening Guide is a searchable database.

Web-controlled shortwave radio

“The Shortwave Numbers Mystery” describes a weird phenomenon that has been noticed on shortwave radio since the mid-’70s and has never been solved.

Other bands and frequencies

Beacon DXing: picking up nautical and aircraft beacons, oil and gas platform beacons, and so on.

DXing “downstairs” with Longwave DXing (frequencies below 500kHz)

Discussion groups

One of the best forums for radio is radio-info.com where boards exist for various genres, markets and cities, and types of radio.

There’s also the old Usenet group, rec.antiques.radio+phono

For further reference

Illustrated article, “The Evolution of Radio” by The Schenectady Antique Radio Club.

If you want to get a reference book, get “The Comprehensive Guide to the World of DXing”.