In no particular order of preference, I have collated my favourite sources of free SQL Server information and support.
http://Support.microsoft.com This site gives you access to a huge searchable database of information on all Microsoft products, including bug reports and fixes, and a download area for service packs and so on. This site is usually my first port of call for on-line SQL Server or NT support. The Hardware Compatibility List is a must-see if you are thinking about purchasing new hardware.
http://msdn.microsoft.com Bags on information for the IT professional using Microsoft products, but less inclined towards troubleshooting than the above site. Includes more downloads, on-line documentation, a tip-of-the-week section and much, much more. The MSDN Library carries a backlog of free articles from a variety of commercial publications. Also sign up to the free Security Alerts Email Service.
News Server msnews.microsoft.com--A Microsoft-run free newsgroup server. Anybody can subscribe for free and take part in discussions. Even if you don't have a query, you can learn a lot by following the discussions here, and even help others out yourself. If you need a free newsreader to read the free news, why not try FreeAgent
www.sql-server-performance.com will teach you all you need to know about performance optimization for SQL server.
http://www.sqlwire.com A hotline for general SQL Server news and product release information. Sign up for their free Email newsletter. If you have your own SQL Server site, you can include SQLWire news on your site for free.
www.sqlteam.com has lots of articles and an active forums section where you can put your SQL questions to "the team". You need to Register to use the forums, but this is quick and free.
http://www.sqlmag.com You need to subscribe to get access to all the material on this site, but they publish more than enough free articles to make the site well worth a regular visit.
http://www.examcram.com sell practice certification tests, but they also have free online samples. Even better, you can subscribe to their free question-a-day email service--handy for keeping even the experienced DBA on their toes.
http://www.manyquestions.com Another site with free sample exams for the certification candidate. As with Examcram, you should not take the practice tests too often, you will just start to remember the practice answers!
Sites not specific to SQL Server
http://www.ntfaq.com/sql.html A subsection of http://www.ntfaq.com, another great place to see if your query has already been asked and answered by somebody else. For fairly obvious reasons, the ntfaq site will soon be superceded by http://www.windows2000faq.com/
Sadly, the newsgroups archive at deja.com is no more. However, Google have now acquired deja's archives. If you are thinking about posting a query to the SQL Server newsgroups, try here first--you may well find your question has already been asked and answered. Google offer an Advanced Search interface, which is still in Beta, for homing in quickly on the information you need.
No review of SQL Server sites would be complete without a blatant plug for my own site at http://www.impetus-sql.co.uk. SQL server tutorials for beginners, tips for experts and info on new SQL Server 2000 features. All my own work.