Here will come some interesting and helpful links.
Kaggle: data science competitions, also check out its blog no free hunch (love the name)
KDnuggets: articles and news
Normal deviate: no longer active but still good content
Hillary Mason: blog of a well-known data scientist
Edwin Chen: MIT researcher's blog on machine learning
Becoming a Data Scientist: blog of someone on the path
Machine Learning Mastery: blog of a developer turned data scientist with lots of helpful posts
R-bloggers: for all things R
Revolutions: Microsoft's R blog
Walking Randomly: blog from a software engineer containing some big data and programming content
Analytics Vydhia: very well-known and complete blog on data science
101 data science community: mostly sharing links for learning