This page will be continually updated with new sites. Please recommend any you have found useful in the comments.
House Hunting
Gumtree – Anyone can post an ad here so you have to be smart about it, but it can be very useful for finding a flatshare and is free to browse.
Spare Room – This is a more personal way to find a new place because you can add a profile and more details about your requirements and expectations. It’s also a good place to look for another flatmate to live with you for the same reason.
Easy Roommate – Another one that lets you post a profile, so it’s a bit more personal than gumtree and lets you search by a selection of specific London areas at the same time.
Donna Hardie – This is an interview with the editor of Completely London, a property magazine. She talks about the places she would move, where to find a fun atmosphere without compromising safety and some advice for expats moving to London.
Try Speed Flatmating to find a place to live.
Job Hunting
Guardian Jobs – An extensive listing of jobs in most fields.
Money
xe – Before you start your first job in London making £££s, it might be useful to keep an eye on the exchange rates. This site is great for that.
Listen to Taxman – UK PAYE income tax calculator.
Transportation
TfL – Essential for travel news, station closures, journey planning, etc
Things to do
Time Out London – Event listings
Volunteering
Refugee Council – A variety of roles that need to be played from befriending to marketing.
Little London Observationist 
A handy list for sure. The Refugee Council is one of the most interesting places to volunteer in the capital.
I would also like to submit our site http://www.contractortaxation.com/uk as a resource. We help freelancer workers and independent contractors get sponsored for Tier 2 visas in the UK. Comes in handy for those who want to work in London but are struggling to get a work permit.
Thanks for the blog – sounds like you really enjoyed your stint in London 🙂