Some of the sites I enjoy visiting:

• The Atari 2600 Portables Site You owe it to yourself to check out the site of this mad genius. He can take pretty much any console at all and make it a handheld. (With the possible exception of the Xbox.)
• Gama Sutra Game industry information for industry insiders.
• Game Girl Advance Blog that examines gaming/game culture from a sociological perspective.
• How They Got Game Great information here on this site maintained by students taking a Stanford course on video games, including an interesting history of the gaming industry, but unfortunately it's very Flash-heavy, and a real pain to navigate.
• Japan Media Review They describe it better than I could: "an online-only journal that will examine how emerging technologies are changing the practice, ethics, law, business and politics of journalism in Japan."
• Penny Arcade Web comic and commentary on the U.S. gaming scene.
• Slashdot Games Slashdot's new section devoted to gaming news and gossip.
• Star Roms A nifty new company that sells legal ROMs of all the classic Atari arcade games.
• Tokyo Damage Report The Web log of an evil genius/Japanese student/heavy metal fan who lives in Tokyo. Some of the best writing about Japan I've seen in years.