Obviously my choices are related to my current campaign (a world travelling, issue driven espionage type of thing)
Of course we have to start with the CIA Worldbook http://www.cia.gov/cia/publications/factbook/index.html for authentic detail on the various countrys of the world.
http://en.wikipedia.org/wiki/Main_Page Wikipedia just a great source of information (ok so a bit obvious but far to useful to leave out)
http://www.nisat.org/publications/armsfixers/default.htm an excellant source on how the black market arms trade works.
http://www.pbs.org/frontlineworld/stories/sierraleone/breakingnews.html a brilliant source on the arms trade including profiles of some of the real world players.
For getting a feel for countrys you have never visited http://www.travelblog.org/
http://intellit.muskingum.edu/index.html A bibliography of books on intelligence agencys also contains other info but overall unless you have access to a very good library probably not that useful
So what does anyone else have to add?
-Mark