New York Foundation for the Arts - they have information about everything and a hotline visual artist's hotline 1-800-232-2789
City of New York Department of Cultural Affairs - Percent for Art Program, Materials for the Arts, Artist Certification etc.
Chicago Department of Cultural Affairs - Grants etc.
Chicago Artists Coalition - slide registry, workshops, health insurance
Worldwide Arts Resources - has a bit of everything
Organization of Independent Artists - in NYC - slide registry
American Council for the Arts - Information and services
Art in General - workshops and advice in NYC

Franklin Furnace - Does a great weekly newsletter for artists

National Artists Guild - also has a newsletter and workshops with chapters around the country. Email nva_guild@yahoo.com to be added to mailing list.

Midatlantic Foundation for the Arts

California Arts Council

Online Information
Artkrush - for residencies, grants and calls for entry. 
Art Deadlines List - free version - you have to subscribe if you want 
contact information (I get it!)
Artswire has news and opportunities - probably the oldest and most respected on-line arts resource publication
Artscope

Art Resource - "A Bookmark for Artists and Writers" - full of info

Artist Help Network - Extensive listings of books and resources

Transartists - International calls for entries and residencies.