The Encyclopedia of Arda, is an essential site for any fanfic writer,an invaluable reference guide to everyone and everything mentioned in Tolkien's works.
http://www.glyphweb.com/ARDA/
The Thain's Book
http://www.tuckborough.net/
An encyclopedia of Middle-earth in the Third Age divided into detailed sections on People,Places, Things, Creatures and Events.
Mythic Truth - http://www.mythictruth.com/
This is a very interesting and detailed site about Catholic influences in "Lord of the Rings".
Highly recommended, it greatly enhanced my enjoyment of the book as well as giving me ideas to help me with writing my stories.
Talking about Tolkien - http://www.talkingabouttolkien.com/index_english.html
An interesting site with lots of photos of Tolkien and info about his work. It is being compiled for Chinese fans but is in English too.
It even tells you what lines from the book found their way into the films and has the timeline,useful if your copy of LOTR Is in another room while writing a fanfic.
There are also links to audio and video of the Professor.
From pointy ears to Grima's tears -
investigations of a Tolkien enthusiast
A collection of essays on various subjects the most interesting being about healing in Middle-earth
http://www.istad.org/tolkien/
Finduilas's J.R.R Tolkien Page
Information and essays concerning Tolkien's world, from timelines to speculations about magic in Middle earth.
http://fin.go.wifl.at.org/layers/html/main.shtml
An interesting essay about different kinds of love and friendship, as well as sex in Tolkien's work.
Warm beds are Good
http://www.ansereg.com/WarmBedsareGood.pdf
A very useful list quoting what Tolkien has to say about the hair and eye colour of his characters.
Tolkien Geek
A delightful site summarising and commenting on Tolkien's works.
http://tolkiengeek.blogspot.com/
Hair and Eye Colours
http://www.lcwsites.org/~lisa/colors.html