If you are considering an orthodox conversion, I suggest that you begin by joining this group: The Orthodox Conversion to Judaism Yahoo! Group

Americans interested in orthodox conversion should first look at the Rabbinical Council of America's Conversion Policies and Standards.
People in the UK should first look at the London Beis Din's conversion information.
People in countries without a large Jewish presence should first look at Conversion in Israel for Non-Israeli Citizens 

Here is the current list of batei din accepted by Israel. This list may change at any time.

All links are listed in alphabetical order.

Conversion Advice:
Malka Ester's Advice for Meeting with the Beit Din. This link is a Google Doc, but you should be able to hit the button at the top that says "Download original," which is a .doc file.
Conversion Advice

Hebrew Name Lists: Choosing a Hebrew Name for Your Baby
Aish - Boys' Names
Aish - Girls' Names
Belly Ballot
Cute Baby Names

General Sites/Learning:
Aish HaTorah
Chabad Lubavitch
Conversion to Judaism
The Dos and Don'ts of Talking to Converts
Go Daven: The Worldwide Minyan Database
Hineni Jewish Heritage Foundation
Institute for Halackic Conversion
Jewish Information for Conversion
Jews for Judaism
Judaism 101 
My Jewish Learning
National Jewish Outreach Program 
The Orthodox Union
Partners in Torah (With few exceptions, you must be halachically Jewish to qualify for their services)
Shamash's Kosher Database 
Shema Yisrael Torah Network
Simple to Remember
Torah Flashcards
Torah Mates
Varieties of Orthodox Judaism 
Who Is a Jew? 30 Questions and Answers About this Controversial and Divisive Issue
Yeah That's Kosher (Guide to kosher eating worldwide)
Zig Zag Jewish Games

Books/Judaica/Shopping Resources:
Afikomen Judaica
Breslov Books
Jewish Source
Jewish Used Books
The Kosher Cook
Kosher Image
PaperBack Swap
World of Judaica

The Biblical Garden
Double Header USA
Kosher Casual
Marsea Modest Swimwear
Maven Mall
The Style Underground

Conversion Schools:
(All are in Israel. Posting this does not constitute a recommendation.)
B'Not Ruth: Part of Midreshet B'erot Bat Ayin - For women
Ohel Sarah Imenu - For women
Ohel Avraham Avinu - For men (When I was verifying the links still worked, this one said there was a temporary issue with the site. Not sure whether the site is actually up.)