/u/osculator made a fantastic list a while back; still relevant to this question.
Entertainment:
Project Gutenberg - Free books
OpenLibrary - download out-of-copyright books, borrow in-copyright books, recommended by /u/penis_in_your_vagina
LibriVox - Free audio books
Podiobooks.com - free audiobooks mostly from self-published authors. recommended by /u/muskrateer
Documentary Heaven - Free documentaries
TopDocumentaryFilms.com and FreeDocumentary.tv - more free documentaries recommended by /u/Sexy_Saffron
Last.fm - Keeps track of your listening habits
Songza - Playlists for whatever mood you're in. recommended by /u/MethodH22
8tracks - Another playlist service with playlists created by users. Internet radio created by people, not algorithms. recommended by /u/sarahbotts
Popcorn Time - /r/PopCornTime
Media Hint - Allows for US Netflix and Pandora access for those of us living abroad. Turns out Media Hint are now charging but here is a workaround
ZenMate - (Chrome extension) MediaHint alternative. recommended by /u/SidearmsBiatch, /u/trinitage and /u/flyingpepsimax
Hola Unblocker - Same as above, allows access to US Netflix, Hulu, Pandora, etc. but be warned. Recommended by many people while I was sleeping.
Soundozer - it's kind of like Pandora, but you can listen to any song you search for and you can create a station based on that song. You don't have to register either. recommended by /u/ChaseSanborn
Grooveshark - free music, online radio, streaming. recommended by /u/freebytes
Jango - Free music - internet radio that plays what you want, great for those who can't access Pandora. recommended by /u/your_mind_aches
Pornhub - free porn, nuff said
TBLOP - The big list of porn - recommended by /u/funkitin and /u/Calamity701
Courses and tutorials:
Class Central - Discover free online classes (MOOCs) from top universities like Stanford, MIT, Harvard, etc.
Coursera
OpenStudy
Open2Study - recommended by /u/SpiceFox
FutureLearn - Learning for life, provided by UK and international universities. recommended by /u/fdsafdaw3f3acvsda
Udacity
iTunes U - iTunes University offers many free open courses from leading university. recommended by /u/wuisawesome
Harvard Open Courseware
MIT Open Courseware
Yale Open Courseware - actual video lectures for the class so you can get the in-class experience. Lots of classes over lots of subjects. recommended by /u/Pantsuit_Ugh
Stanford Open Courseware
EDX - Free courses from the best universities, you can even get a diploma for a few dollars. recommended by /u/Ghune
Khan Academy - Free maths learning tutorials
PatrickJMT - making FREE and hopefully useful math videos for the world! recommended by /u/thejoce1
Codecademy and LearnStreet - Free interactive coding tutorials
Become a programmer, motherfucker
Duolingo and FSI Language courses- Free language learning
Memrise - Learn vocabulary, languages, history, science, trivia and just about anything else easily using flashcard techniques. Recommended by /u/exploiting
Anki - Similar to Memrise. Anki is a program which makes remembering things easily. Intelligent flashcards
Ted Talks - Free talks and lecture about anything and everything
Wolfram Alpha - Your one stop shop for calculations and questions about anything
Mathway - Awesome math problem solver. recommended by /u/RedS94
A giant collection of Computer Science books made freely available
FreeRice - Answer vocabulary questions and rice is donated to charity! /u/Jowzer 's recommendation. Be sure to turn off adblock when using this site, as that's how they supply the rice! (Thanks for the heads up /u/Jack0fspad3s)
Mendeley - The best free way to manage your research. Organize, share, discover. Great for when writing a paper, it manages all your referencing/bibliography in many different available notations
Self-Help/Advice:
7 Cups of Tea - Free, anonymous, and confidential conversations with trained active listeners. Please don't spam the site, they offer a great service
Thrive On - Not completely free, but aims to bring affordable online mental health programs to those who would otherwise go without. Starting next month
Blah Therapy - Online listening service. "Experience the rewards of venting to a stranger or lending an ear."
MoodGYM - Learn cognitive behaviour therapy skills
for preventing and coping with depression. recommended by /u/sunnysidemegg
Social Services resources - a subreddit created by a professional Social Worker who has spent a career procuring resources for those in need. /u/TheFightGoes0n