There is a lot available online about Joseph Conrad and his work. This doesn't pretend to be a comprehensive list, but the links (to date) I've found helpful:
Joseph Conrad's Wikipedia entry. While I already knew some about him, his personal life is as interesting as his works.
Conrad's online texts at Project Gutenberg
Free audiobook of Heart of Darkness
Other Conrad audiobooks at Librivox
Conrad’s complete works at eBooks@Adelaide
I found this rather nice: Conrad First is a digital archive of every newspaper and magazine in which the work of Joseph Conrad appeared between 1896 and 1935.
The Joseph Conrad Society (UK)
Joseph Conrad links offers many hyperlinks to other specialized Conrad sites.
The Joseph Conrad Foundation
Update: Giles Foden has a nice recap of Conrad's life and works in The Guardian in honor of the 150th anniversary of his birth--The moral agent