Wheel of Time game site: This site should go in the game links and will, but it also has a book forum for theories and questions.  Click on the book forum link at the page and it will take you there.

The wheel of Time character lists and backgrounds on them.

Wheel of Time FAQ: Helpful information on understanding the series better.

The Souless home:  Barid Bel's fan fiction.  Very well written stories, and poems.

Dragons library:  List of several pieces of Wheel of Time fan fiction, with author names. 

Wheel of Time RPG homepage:  For those of you who like to Role-play, This site is for you...

Wheel of time.org: Main purpose is to help other WOT fanactics understand the series better.

WOTmania:  Thorough site with lots of info!