The Essential Ones!
The Yoyo Games Official Website - Where you get find out all about and get hold of GameMaker Studio, of course!
The GameMaker Community Forum - Easily the most useful GameMaker resource on the planet
Useful Software for Developers
Piskel - a free pixel art sprite editor
SourceTree - A free visual Git and Hg client for Mac and Windows (it can be used for remote collaboration - although it helps if either you or your collaborator know how to use it...)