Put any Interesting Links here
3D Buzz - Video Tutorials on C++, UnrealEd, 3DSMax, Maya and many more.
UDN - Unreal Developer Network
AngelMapper - A selection of UE2 Mapping Tutorials
Paragon - UnrealScript tutorials
Beyond Unreal Wiki
List of items inside Static Mesh Packages - Useful
Level Building Walkthrough - Site has a number of tutorials, and provides a good tutorial for building "your first room" then expanding on it
Shadow Eagles Tutorials - More information on creating levels, and adding static meshes
Goatswood - Has download links for the whole goatswood package (static meshes, textures etc.)
Unreal Tournament 2004 Class List - Helpful for looking up properties of a certain class, helpfully lists Inherited content, useful if you lack UnCodex
Other Game Development Related Stuff
Doom Source Code - If you want to mess around with the original code.
XNA UK - Home for UKs XNA User Group
XNA Sample - This should get you started.
IGN Story On UK's XNA Scene - Some insparation
GameDev.net - Game Development 'Stuff' Site (A bit like Gamasutra)
Dare to be Digital - OGRE Projects Win!