Create your own alg
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Cube Explorer: Cube explorer has been around for ages for creating algorithms. Solid choice. (3x3 only)
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Ksolve: Ksolve lets you create algs for everything else.
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Whocouldthat.be Sorts out 3x3x3 algorithms and also can ignore pre AUF and post AUF
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Alg.cubing.net: You can use alg.cubing.net to check solutions/algs to make sure they are correct before posting them.
2x2
Cyotheking (CLL, EG1, EG2, etc)
3x3
http://algdb.net/ (ALGS)
Cyotheking (PLL, OLL, COLL, VLS, etc)
http://www.kungfoomanchu.com/ (Easy-to-print alg sets)
How to get fast guide (Former 3x3 NR Jonathan Tan)
Roux
http://wafflelikescubes.webs.com/rouxmethod.htm
5x5 L2C/L2E
http://meep.cubing.net/index.html
Skewb, Square-1 and more
http://sarah.cubing.net/
One-Handed
https://sites.google.com/site/antoineccantin/Home
Credits to William Gan & Cyotheking