Dive into Python - An online "textbook" for Python. This is a great reference for general Python usage.
ESRI Support - Searching the ESRI support site can often lead to somebody who's run into the problem your having before. Many times somebody has even found a solution!
Geoprocessor Model - Big scary diagram of the attributes and methods for geographic objects
Python Documentation
Version 2.5.1 - Python 2.5.1 is the version that is packaged with ArcGIS 9.3.1. It is not the most current version of Python. Python documentation is good for seeking out functions to do things that aren't specifically geoprocessing.
Search all Documentation - Searches all documentation at Python.org.
Python Library - List of modules that can be imported into scripts, with links to each module's documentation