Guides, tips, and tools for PhD students and academics that I have found on the web. *NOTE: I do not agree with all the advices you will find here. It is important to keep a critical mindset : )

How to finish your PhD on time by... ScienceWoman

Conducting great research How to Build an Economic Model in Your Spare Time by Hal R. Varian
Literature Review Notes, Tips, and Tricks by Dan Hirschman
How to Succeed in Academia or Die Trying Have Fun Trying by Lasse Pederson
Experienced advice for “lost” graduate students in Economics by Ariel Rubenstein
Ten Simple Rules for Doing Your Best Research, According to Hamming by Thomas C. Erren, Paul Cullen, Michael Erren, Philip E. Bourne

Notes on coding "properly"
RA Manual: Notes on Writing Code by Matthew Gentzkow and Jesse M. Shapiro

Writing great research
Writing Tips for Ph. D. Students by John Cochrane
How to write a Research Paper and get it accepted by Good Journal by Anthony Newman
How to write consistently boring scientific literature by Kaj Sand-Jensen
Advice on writing research articles by Andrew Gelman
On writing well by Stephen Walt

Publication process The Slowdown of the Economics Publishing Process by Glenn Ellison
Rejections and the importance of first response times, The Review Process in Economics: Is It Too Fast? and The slowdown in .first-response times of economics journals: Can it be beneficial? by Ofer Azar
Publishing in the Majors: A Comparison of Accounting, Finance, Management, and Marketing by Edward Swanson The do's and don't's of submitting scientific papers in the Comparative Biochemistry and Physiology (2009)
How to Publish in a Top Journal by Dan Hamermesh
Publishing in Academy Management Journal (AMJ)—Part 1: Topic Publishing in Academy Management Journal (AMJ)—Part 2: Research Design

On the job market + becoming a junior faculty + teaching
Job Market Advice I: The Summer and Fall Before Going on the Job Market by Marc F. Bellemare (also look here for Marc Bellemare's example of a teaching philosophy statement).
Job Market Advice II: Interviewing at the Annual Meetings by Marc F. Bellemare A Guide and Advice for Economists on the U.S. Junior Academic Job Market by John Cawley
The Young Economist's Guide to Professional Etiquette, The Professional Etiquette for the Mature Economist, and Microeconomic Principles Teaching by Daniel S. Hamermesh
Teaching the Principles of Economics by Greg Mankiw
The Conference Handbook by George Stigler
Survival Strategies for the Fledgling Finance Professor by Philip Cooley
Grad Skool Rulz: Everything You Need to Know about Academia from Admissions to Tenure by Fabio Rojas