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There should be plenty of links here in time. For right now, there's only a few that I could think of off the top of my head.

elderscrolls.com - The official Elder Scrolls homepage, of course.

waiting4oblivion.com - Probably one of the best pre-release sites out there, and it's shaping up to be great post-release as well.

designamatic.com - This has some really good beginner (and not-so-beginner) advice on modding as it relates to Morrowind, and I'm sure most of it will be applicable to Oblivion as well. Also, Klinn has stated he plans on making more tutorials specific to Oblivion.