Lynch in general:   

www.davidlynch.com (the official site, membership required, 10$ / month)

www.davidlynchfoundation.org

www.mulholland-drive.com (Universal`s official Mulholland Drive site)

www.juleecruise.net (Julee´s official site)

www.lauraharring.net (Laura Elena Harring`s website)

www.jacknance.com (documentary with Lynch- and Hopper-interviews)

Lynch-Net (unfortunately has been hanging in limbo for years)

Mike Hartmann`s excellent City of Absurdity (but the last real update was in 1999)

A both extensive and beautiful French page (pandora.box)

Judy`s David Lynch (very nice Polish site)

Dugpa.com (up to date, including a very extensive John Neff interview)

Lynchland.net (Roland Kermarec´s site with lots of interesting features in French and English)

Lynch Posters (an amazing collection of Lynch-related posters for sale)

Anna David (the author of the Twin Piques - article)

The inferno of David Lynch (French)

The Black Lodge (lynch.batbad.com)

Loony

French Lynch page (infographie.univ-lyon2.fr)

aboutlynch.com (French, possibly offline due to database problems)

Scientific Lynch (German)

Annie Cordier`s  David Lynch Page (French)

A bibliography for Lynch from the BFI  (very extensive, as a PDF)

Slavoj Zizek: one hour lecture on David Lynch held in Switzerland in 1993,  (real audio) 

The Internet Movie Database entry for David Lynch

Twin Peaks:

Twin Peaks Gazette

Wrapped in Plastic' / Twin Peaks / Lynch fanzine

Michael J. Anderson (The Man From Another Place, offline?)

The Black Lodge / Twin Peaks FWWM on DVD

Fire Walk With Me: Fight for deleted scenes on DVD

Richard Beymer`s  (aka "Ben Horne") Twin Peaks Gallery (offline?)

twinpeaks.de

Glastonberry Grove

Surreal Movies (Lynch, Greenaway a.m.)

Interviews:

David Lynch interview (French), from the Japanese cut magazine (1997 / 2001)

David Lynch interview for Cannes Soleil 2002 (pdf) (French)

Inside DavidLynch.Com, New Architect August 2002

David Lynch interview, Le Monde 2002

Mary Sweeney interview for BBC 4 radio (real  audio) 2002

An interview for Digital Film, 2001

An interview for Prevue from 1987

Scene by Scene, Lynch interview

Eonline-interview, 1997 (Lost Highway)

A fish in the percolator, Lynch interview, Philadelphia Weekly

'Wild at Home' -Lynch interview

The David Lynch interview for Rolling Stone from 1990

(Danish) Bill Pullman / Lost Highway-interview

David Lynch - en straight fyr? (Danish interview, 1999)

Misc: (not related to Lynch)

Requiem for a Dream (a truly outstanding movie website)

davidcronenberg.de (my website, under construction...)

now:here (also under construction, music / film and more)

Big Sexy Pictures (not what you might expect, unless you were expecting surf movies, promised)

kirlian camera (my small tribute to a wonderful band)

soccer in films, commercials etc. (German language)

offscreen

Would you like to be added in this list? Is a link outdated? Suggestions are welcome.