One of the best ways to stay on top of hints, information and insight into running your own business is to track blogs in whatever industry you are in. With a RSS feed, you don't even need to actually check each site, you can just peruse the new links as they come in.
Since I come from a software background, here are some great blogs that I follow regularly:
Ack/Nak: when he writes on product management, his insights are very good, and he often has advice on what to do about it. His posts on design are very interesting as well, though lately he has not been writing much on the blog.
Paul Graham: Software entrepreneur, founder of Y Combinator. Each month he bosts a couple essays on topics ranging across the board. Usually very insightful on starting a business and a great writer, even if you disagree with whatever he is writing on.
Business of Software Network: The Business of Software conference spawned this network site. Contains all sorts of goodies for small software (particularly SAAS software). Also networking opportunities.
Joel on Software: If you work in software, you know Joel's site. Another great writer, and much like Paul Graham, even if you disagree, he gives good ideas and advice.
Rands in Repose: Great from the engineer/developer manager point of view. Really understands what is going on in your coder's head. If you are going to manage creative technical people, he is a great resource.
Cranky Product Manager: Humorous, but insightful postings on product management.
Over the next few weeks I will bring in some other sites, links or blogs I find useful.