Catechismus Catholicae Ecclesiae - The Catechism of the Catholic Church, in its official Latin. Fun! :)
Latin Vulgate Reading Tool - This is a small web page I wrote that makes it easy for beginning readers to study the vulgate. Each verse from the vulgate is followed by it's English translation from the Douay-Rheims. Additionally, you can click on any latin word and receive it's definition.
Perseus - This web site is just chalk full of cool Latin resources. Many of the links below are actually into the Perseus site. You'll have to look around for a bit to find what you want, if you use this link...
Overview of Latin Syntax - Anne Mahoney's text; not quite as useful as Allen and Greenough's perhaps.
New Latin Grammar for Schools and Colleges - Allen and Greenough's text on Latin syntax; a great reference!
Wheelock's Study Guide - Dale Grote's great (and free!) study guide, for use with Wheelock's Latin.
A Latin Dictionary - Lewis and Short's. Great for detailed (usually way more than you need) information about a word.
Perseus Latin Vocab Tool - This will pull out commonly used words from a text you might want to read, helping you study the vocab that is most useful (ie, the vocab most commonly used by the text). It has quite a few great works already listed, including the books of the vulgate.
Words - This is a very helpful tool for finding out what a word means. You enter a word and it will tell you what declension/conjugation is being used, as well as the English definition and the principle parts. Very handy!