ChessEBook has a huge collection of categorized chess links. Languages: English, German and Russian.

ChessGuide.com is a commented link collection. It is hard to tell how often the collection is updated.

Chess Links - small link collection, that yet seems to be updated regulary, by Lucian Millis.

chess-links.com - link collection in construction, that is run by chesscorner.com and letsplaychess.com.

Clink - Click a link! You apply for a registration of a link, which will be approved or not. Besides you can vote on and mark the links. So far the biggest link collection on the net with 5000 links. The risk with such a big link collection is that a single link easily might drown in the sea of links.

Essential Links to Chess is the link collection of the American portal Essential Links to chess.

Chessville.com - see also "Gateways to chess" - has an excellent link collection