Lists a lot of Dostoevsky links.
http://www.und.nodak.edu/instruct/rkoprinc/dost/links.html
The page is in Russian and English, so don't get scared off by the Russian text. The links for "Dostoevsky Pages" are worth exploring for fun, while "Student Papers" contain interesting looks at Dostoevsky.
This is the Dostoevsky Research Station
http://www.kiosek.com/dostoevsky/index.html
and is the most useful site on Dostoevsky that I have seen. The site contains an extensive bibliography of critical works on Dostoevsky with short descriptions, a discussion group, online versions of many of his works (including Notes from Underground), and detailed biographical information.
This page discusses Dostoevsky in relation to existentialism,
http://www.tameri.com/csw/exist/dost.html
with particular emphasis on Notes from Underground.
An interesting, though somewhat philosophically advanced, essay
http://bounty.echonyc.com/~goldfarb/u-ground.htm
relating Dostoevsky to the moral and aesthetic philosophy of Immanuel Kant.
Study notes for a class on Notes from Underground.
http://www1.umn.edu/lol-russ/hpgary/Russ3421/lesson8.htm
An excellent discussion of Dostoevsky's life and society in relation to the novel.
This site has a "papers online" link,
http://http://stanley.feldberg.brandeis.edu/~teuber/dostoevsky_links.html
which gives some interesting critical essays on Dostoevsky.
