There are a few websites that you HAVE to know if you are going to think critically about baseball.
Baseball Reference is the best place to look for stats. They've really updated it lately to include lots of new features and to make it more user friendly. The new spits feature is very useful.
The Baseball Cube
This website is the best place to find minor league numbers. I often find it interesting to look at how currently good players performed in the minors. It can be a useful means of comparison and projection for young players. In addition, Baseball Cube is the best way to keep up with current minor league prospects.
BP is one of the number one baseball websites available. It is subscription only, but it is worth it. BP has developed two metrics that are probably two of the best ways to understand the value of hitters: VORP and EqA.
The Hardball Times
THT is a baseball analysis website. It has developed some of its own metrics over the years, and it contains free daily articles. It's similar to Baseball Prospectus without PECOTA projections.