Useful Links

Books/Companion Material, tutorials, repositories, blogs

Convex Optimization by Stephen Boyd and Lieven Vandenberghe
Convex Optimization & Euclidean Distance Geometry, by Jon Dattorro
Accompanying MATLAB code to Stephane Mallat's A Wavelet Tour of Signal Processing, by Gabriel Peyré
Iterative Methods for Optimization by C. T. Kelley, with accompanying MATLAB code
Wavelets and Subband Coding, by Martin Vetterli and Jelena Kovačević
Digital Image Processing by Rafael Gonzalez and Richard Woods
UCLA Math repository
Rice DSP group CS repository
Nuit Blanche - a comprehensive blog on compressive sensing
What's New - Terrence Tao's blog

Software

MATLAB packages/toolboxes available freely online

Wavelet toolboxes
Rice Wavelet Toolbox
WaveLab

Modellers for convex optimization problems
CVX
YALMIP

Solvers for convex optimization problems
SeDuMi
SDPT3

Other useful optimization software
LSQR
Another listing of optimization software

Other utilities

GNU GIMP
NIH ImageJ

LaTeX

Software that you'll need to install on Windows (these may not be up to date as I use only Ubuntu now)
MikTeX
Image Magick
LED the editor I usually use

Explanations
The Not So Short Introduction to LaTeX
Preparing slides using Prosper
Preparing a poster
A searchable list of bibTeX entries


Other
Object Oriented Programming Web
Java image library on the Java Developer's Almanac
Image processing with Java on Java World
GNU Make tutorial by Byron Weber Becker