Some of the websites that I have found useful are:

The Commonwealth War Graves Commission:     http://www.cwgc.org/

Listing of Births, Marriages and Deaths in the UK: http://freebmd.rootsweb.com/

Far Eastern Prisoners of War:                             http://www.fepow-community.org.uk/

The website for Army Museums is:                     http://www.armymuseums.org.uk/
 
The UK National Inventory of War Memorials:     http://www.ukniwm.org.uk/
 
The Long, Long Trail. The British Army in the First World War:  http://www.1914-1918.net/index.html

The Australian Virtual War Memorial:                 http://www.awm.gov.au/

Canadian Archives: http://www.collectionscanada.gc.ca/military-peace/index-e.html#databases

New Zealand War information: http://muse.aucklandmuseum.com/databases/cenotaph/locations.aspx

Scottish National War Memorial:                     http://www.snwm.org/website/frames.html

Portsmouth Naval Memorial:                      http://www.memorials.inportsmouth.co.uk/southsea/naval.htm 
 
The Royal Naval Patrol Service Memorial, Lowestoft: 
                                                            http://www.rnps.lowestoft.org.uk/memorial/memorial.htm

Neuve Chapelle, the Indian Memorial: 
                    http://www.cwgc.org/find-a-cemetery/cemetery/144000/NEUVE-CHAPELLE%20MEMORIAL

The Guild of Church Bell Ringers:         http://www.cccbr.org.uk/rolls/casualties/?warID=1

For Chaplains: https://sites.google.com/site/chaplainsatwar/home

Personally, I find that the most useful site, but you have to pay to use it, is: http://www.ancestry.co.uk/