Tutorial sites
Ultimate Game Programming
Almost as many useful programming tutorials as NeHe; but this also has sections on C, C++, the MS foundaction classes and Direct X
Neon Helium
NeHe; a *shit load* of good stuff here; check it.
CodeSampler.com
More advanced demo code, esp texturing tutes. DX, OpenGL, and others
Nate Robbins
You should know this place off by heart by now!
Flipcode
More general articles and tutorials; an awful lot of useful stuff buried away here.
GameTutorials
Well organised tutorials for C, C++, Win32 & DirectX, OpenGL and Networking. Due to a publishing deal, this site now requires payment for the older tutorials.
Zanir
OpenGl and DirectX tutorials; some material covered else where but a lot of unique stuff here too. Some source code commenting is in Polish; you have been warned!
The Code Project
Source code sample repository; not just graphics related.
Paul's Project
Tutorials for shadow mapping and simple Bump Mapping; w/source code