I try to keep this site timely, but, due to being busy and working during the week, it can take a few hours or days for me to report new deaths. But doing research for DPS really isn't brain surgery - probably 80% of the answers to the questions I'm asked can be found by doing a simple online search.
First, I do rely on the Internet Movie Database for a quick sanity check. Their data is about 98% correct with regards to births and deaths. It generally takes them a few days to get a new death listed, so it's not a great site for the latest information. But it's excellent for legacy information about movie, TV and most stage performers, writers and directors. The Internet Broadway Database is an excellent source for Broadway performer information. allmusic looks to have good musician information.
When I want to look up a non-show biz person, I always do a Google search. Sometimes, I'll come up with a good Web site related to the person, or an article they've written. The Google news and Yahoo news sites both have very good, up-to-the-minute information. Wikipedia has been making dramatic improvements over the last few years, and BrainyHistory is expanding on the old online almanac information.
I have CD-ROMs for Encyclopedia Britannica and Encarta. Both are pretty useful. I also have a bunch of almanacs, yearbooks, etc.