A few more sites worthy of a mention:
Mike McCann's Minor League Baseball History. Shows the teams, nicknames, and affiliations by year for pretty much every minor league since 1901.
SABR Research Journals Archive. The page at SABR's web site from which you can download for free a wide variety of past issues of the SABR publications
The Baseball Research Journal and
The National Pasttime.
League Operating Rules. A direct link to the page of SABR member Cliff Blau which summarizes the transaction rule changes MLB has undergone over the years.
Ballparks by Munsey & Suppes. Plenty of information on the ballparks of the past and present. Also include similar info for stadiums/arenas used in football, basketball, and hockey.
Clem's Baseball. Features overhead diagrams of all major league ballparks since 1901, with some having multiple diagrams showing how the park changed over time.
Rod's Sports Economics. Follow the link on the main page to go to the spot hosting a variety of files containing financial data and information on not just MLB but also the other big professional sports.
Chris Creamer's Sportslogos.net. A wealth of real-world sports logos past and present.