http://www.milw0rm.org/ - Personally, my favorite. Extensive and vast information on any possible exploit existing.
http://www.metasploit.com/ - A framework, if you will. Nice info though, usually has nice news.
http://www.securityfocus.com/ - For all your security programmers. This posts the latest news on vulnerabilities and how to patch them.
http://www.2600.com/ - Don't really like it much but occasionally gets some news others don't get.
http://msdn2.microsoft.com/en-us/default.aspx - Can't go wrong with Microsoft lol.
http://nvd.nist.gov/ - Great site... *cough* 3 of my friends and I are on probation for DDoSing it last summer. *cough*