I read Steve´s long articles on how to build a high-traffic website and how to make money from your website before I begun. Then I put up a site using wordpress and started writing.
During the first week of blogging I read through Problogger´s excellent Blogging for Beginners series
and learned about rss, adsense, building traffic etc and applied very much of it. I still read just about everything at Problogger (and have read much of the archives) and find the blog very useful to keep with trends and various news and aspects of blogging.
I also like Copyblogger´s
tips for writing better content, titles and marketing.