Yeah, I'm a Tolkien nut. I want to be a Hobbit. Here's some stuff that gives me my daily Tolkien fix and then some. This page will be added to as I find more stuff.
News and Such
TheOneRing.net: My personal favorite. You get daily updates on the movie, book projects, interviews, and all other stuff Tolkien related. They have HUGE sections on the movie, books, games, and tons of discussion boards. There's some great commentaries and Q & A's about the books and tons of insider info on the movies. Definitely a place to visit daily.
LordOfTheRings.net: The official movie site, updated semi-regularly with tons of exclusives, including super cool featurettes, interviews, and desktops.
References
The Encyclopedia of Arda: The only reference you need. This site is so stinking thorough, you'll spend hours here. Cool pictures and stuff to boot.
Merchandise
Lord of the Rings Merchandise Shop: A lot of the LOTR merchandise shops on the net only have certain stuff, or maybe only things from a certain manufacturer. This site has it all, and then some. It even has product reviews from users.
Video/PC Games
Tolkien Computer Games: This is a super comprehensive site, talking about pretty much every Tolkien PC and console game ever released. It even includes games that have Tolkien add-ons and download links to most of them.
The Unofficial War in Middle Earth Tribute Page: This is a pretty decent tribute to one of my favorite Tolkien games, War in Middle Earth for PC. This game is quite old, but it was very fun.