Beginner's guide and FAQ:
The ratio for building placement.
Best tutorial TSO guide:
A good step by step guide with a few tips along the way (not level by level):
Unofficial Settlers Online Wiki:
The Settlers Online Wiki
Combat and trade simulator used for Castle Empire:
Ressource and Economy calculator:
Download the .xls file here
Or here if you don't mind german
Another one that does not require excel. (In English)
DSO Mastertool - by Fenrisw0lf
Combat simulation tool:
Very good tool here!
Another good, lighter tool for combat simulation here.
Resource map of your island:
New Resource Map
If you find more links, post them under here and I'll add them to the original post if they are interesting.
Thanks for the links guys!