The Cook's Thesaurus is one of my favorite food websites, and probably the most useful site around. It's basically a food encyclopeadia; it gives you a description (even info about its origin and types) of almost any ingredient you can think of and tells you what you can substitute for it. Today, for example, I needed a substitute for sherry and the site told me that, as I suspected, I could use madeira. It also told me I could use red wine plus sugar, which I wouldn't have thought of myself.
You can find it at http://www.foodsubs.com/