Religion or spirituality without sound philosophy usually leads to sentiment or fanaticism. Therefore it is important to understand the process of self realization. Here are some links to the philosophy behind bhakti.
1. Krishna path
A great site for free book downloads, especially if you use a Kindle or similar e-book reader. I recommend at least reading these books (in this order): Sri Isopanisad, Bhagavad-gītā, Śrīmad-Bhāgavatam, Śrī Caitanya-caritāmṛta.
A great Youtube channel for those who prefer to listen than read. Contains hundreds of videos of book narrations, spiritual lectures and more.
3. 16 Rounds
A contemporary magazine featuring interesting articles that apply the timeless wisdom of the Vedas to modern issues.
Another contemporary magazine style site with articles commenting on issues of the day, both within the Gaudiya community and the world at large. They also focus on news articles relevant to the greater spiritual community and the importance of sustainable living. Great for those who like to think deeply about the philosophy and its applications in the modern world.
A nice site for biographies of the personalities who have made their appearance in the Gaudiya Vaishnava tradition. Very colorful personalities whose biographies make riveting reading.
6. Son of Hari
Some interesting spiritual discussions between Śrīla Prabhupāda and George Harrison (best known for being one of the Beatles, though he was so much more than that).