Probably the most underrated finance website is the FMA Online e-Journal. It has videos, papers, and much more. It really is a great resource. While I have mentioned it before, but the new update is amazing. Winter, 2005 FMA Online:
It has video presentation of Cliff Smith's (University of Rochester) lecture on Corporate Governance and Organizational Architecture. As I have told him, I do not think any finance professor has shaped my financial thinking (and even teaching style) more than Cliff has. I HIGHLY recommend it!!!!!
There are many other cool videos as well, but I have not seen all of them yet. I did start the Sheridan Titman video and it is of course also very good. I will mention more on it within the next few days.
My hat is off to Betty Simkins who is the executive editor of the journal she has done a wonderful job again with this issue. (In the interest of full disclosure, yes I am an associate editor, but my contributions are so minor as to not be worth mentioning.)