Stata
Web
Stata forums: official Stata forums
Stata blog: official Stata blog
StackOverflow: Q & A for Stata
Stata/MP Performance Report: Stata/MP is the multicore version of Stata available on FLUX. Particularly of interest is the table starting on page 17 which lists commands and how parallelized they are.
Internet Guide to Stata: A good way to get started with Stata modeling basics and more.
Social Science Computing Cooperative: Various articles from basic to intermediate topics.
Books
Other
Comparing the three variance estimators: OLS, robust, and robust cluster
Marginal Effects- Rich Williams notes- 1
Marginal Effects- Rich Williams notes- 2