This is where you can find different resources - for videos, radio shows, art, fanfiction, or whatever else I can think of which might be helpful or of interest. Most of these I found through google - so if something's not here, just try searching randomly. It's pretty easy to find things if you try.
Nico Nico Douga (NND) - where all Vocaloid videos are posted. This site is all in Japanese so if you need help registering, check out this how-to.
Wikipedia - all kinds of information about Vocaloids.
YouTube - most everything is posted here.
danbooru - great site, not always work-safe
deviantART - decent site, all in English.
Pixiv - great, amazing site; but also all in Japanese.
safebooru - the work-safe version of danbooru
Tumblr - if you search "Vocaloid" or any of the Vocaloid's names, you can find things that are being posted every day. People post a lot so while there are some repeats from time to time, it's pretty easy to find cool things.
Vocaloid Sub Fan - links videos that have been subbed into different languages.
Vocaloidism - "the center of the English Vocaloid community"
COMMUNITIES - DW & LJ