Links

Sites & blogs
SPD team blog
by Microsoft
MS Online SPD
by Microsoft

Free Apps - A SharePoint designers toolbox
Fiddler
Allows you to inspect all HTTP Traffic, set breakpoints, and "fiddle" with incoming or outgoing data.
by Microsoft
IE dev Toolbar
Inspect your SharePoint CSS and a lot more
by Microsoft
Firebug
FireFox Addon who lets you can edit, debug, and monitor CSS, HTML, and JavaScript.
by Mozilla
ColorSchemer
Online tool that let you put in an HEX an get a palette.
by Colorshemer
Caml Query Builder (windows version)
Produce CAML from your list and use it in XSLT.
by U2U
Custom Workflow Activities
Extend your workflow.
Codeplex

Videos
MS six-part series on SPD for beginners
by Microsoft
SPD UI Tutorial on YouTube
by Leslee Sheu
SharePointeLearning - about SPD
by SharePoint Screencasts
Design a document review workflow
by MS Office labs

Misc
SPD UI The site for the book, Office SharePoint Designer 2007 Step By Step
by Penny Coventry
Sharepoint-elearning
This site will provide you with a wealth of SharePoint knowledge. Watch pre-recorded Screencasts, or discover a SharePoint related functionality through Knowledge Maps
by Asif Rehmani and Wendy Henry

Misc blogpost about SharePoint Designer
Disable SPD access with SPD - A true nerd post
by Iwkid.com