Piano

MusicTheory.net Use the piano exercises to help learn notes.

Guitar

MusicTheory.net Use the fret exercises to help learn notes on the guitar.
Frets.com Information on Stringing, Maintenance, What to look for when buying, and so much more.

Strings

ViolinOnline.com
Stringslessons.com


Woodwinds

Howtoplaysaxophone.org/

Brass

http://www.trumpetexercises.net/en:for-beginners

Percussion

Drumstheword.com Beginner Drum Lessons on Line
Drum How-to Videos