There's many excellent videos available at String Gallery, with very clear demonstrations and explanations of different techniques.
Making Music Fun is a very good site for younger learners in particular, offers lots of good advice, and also has some excellent sheet music available for free.
Connexions, open courseware from Rice University, has some helpful guides to the basics of music theory and notation.
Yale's 'Listening to Music' course - entire lectures available for download as video or audio files.
If you want to get to know individual pieces of music in more detail, take a look at Radio 3's Discovering Music video library.
Andras Schiff: the lectures, discussing the Beethoven piano sonatas, courtesy of The Guardian.