Good overview of history of ethnic groups in the United States.
Outstanding not just for Jewish genealogy but also East European genealogy. Watch for various tutorials on ethnic genealogy offered by the major sites.
AfriGeneas is an excellent site with chat, message boards, surname lists, etc.
GENUKI is one of the best umbrella sites for Ireland and, in fact, all of the British Isles.
Selected Immigration Sites
Ellis Island Records (1892-1924)
There's no cost. Registration allows you to view complete records.
Records from Castle Garden (1830-1892)
Castle Garden was the precursor to Ellis Island. Over 73 million Americans can trace their ancestors to this early immigration period.
Finding Passenger Lists & Immigration Records 1820-1940s (arrivals at US ports from Europe)
Clear, readable and understandable.
National Archives--Immigration Records: Passengers arrivals & Border crossings
Includes some online indexes.
Ancestry Available through Cornell or a local public library
Contains lots of passenger lists and immigration records.
Note: Resources marked with are restricted to subscribers, either through Cornell University or your local public library.