Some of the websites that I have found useful are:

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

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

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

The website for Army Museums is:                     https://www.armymuseums.org.uk/
 
The UK National Inventory of War Memorials:     https://www.ukniwm.org.uk/
 
The Long, Long Trail. The British Army in the WW1:  https://www.longlongtrail.co.uk/

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

Canadian Archives: https://www.collectionscanada.gc.ca/military-peace/index-e.html#databases
https://www.bac-lac.gc.ca/eng/discover/military-heritage/first-world-war/personnel-records/Pages/search.aspx

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

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

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

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

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

For Chaplains: 
https://sites.google.com/site/chaplainsatwar/home
www.chaplains-museum.co.uk/

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