UCSC in-Silico PCR is a great site to test your PCR Primers prior to ordering. This way you can make sure that they are specific to the target that you are testing. Also, very useful for finding the sequence for primers developed by someone else. Follow the link to actually get surrounding sequence 5′ and 3′ of the primers.
Primer3 is a classic site used for designing primers and probes. It provides a huge amount of control.
Reverse Compliment is a fun little tool that provides the reverse compliment of the oligo that you submit. Very useful at times.
Ensembl is a great site to find sequence and, most importantly for us, to be able to mark exons.
Blastn is a great resource for to find regions of similarity between biological sequences.
ApE is a wonderful FREE sequence annotation program.