Latin Dictionaries Online
The online dictionary at Perseus will probably require some experimentation, but it offers a variety of benefits, including a way to search for a specific within various Latin texts. You can also use it to find the Latin forms of English words, but it is not really designed for this (the website focuses mainly on translation) and thus the English to Latin tools are not as well developed as they could be.
The University of Notre Dame has a beautiful online Latin dictionary but beware! Although this one is better than the one listed above, it does require you to know your stems and genitives.
Latin Grammar Online
First and foremost, see the University of Notre Dame page referenced above.
I have often mentioned that conjugating and declining are a little like performing mathematical equations; the online Latin conjugations page more than proves my point. If you know enough to mark the correct options, you will probably have little trouble conjugating on your own, yet this can be an excellent way to understand how verbs are conjugated, particularly if you like to learn visually. NB: This website requires Java.
Although it won't help much unless you know what you seek, the Glossary of Grammar and Syntax from the University of North Carolina is more or less the online equivalent of the blue Henle books.
Resources for Virgil's Aeneid
The ultimate Vergil site ever lurks here.
The Perseus site (yes, the same one I suggested in the first dictionary link above) offers a beautiful interactive Aeneid. Before you even visit the page, let me point out the following useful features: first, any word that looks like a link (i.e. is blue and underlined) contains a link to the complete parsing of that word; second, there are two English translations available through this page. Do not use them to cheat, as that is dishonest and will hurt you in the long run anyway, but they offer two very different interpretations of the text and may be helpful if you get stuck.
Resources for Wheelock's Latin
The Classics Page at the University of Georgia offers an abundance of links, including supplemental Wheelocks materials and Roman History facts.
Additional Latin Texts
The Bible, St. Jerome's Vulgate is especially beautiful in Latin.
Miscellaneous
An amusing old Latin legend explains how textual errors came to be; this is a fun page but one to be perused at your leisure, rather than when you should be studying.