Citations are a necessary component of academic research. Citations not only spare us from accusations of the dreaded "plagiarism," but even more importantly they allow the reader (and your professors!) to fact check your information. How do we know what an author says is true? We do so primarily by the citations researchers use to support their argument. This is what makes scholarship scholarly!
The Online Writing Lab at Purdue (OWL Purdue) - Excellent resource. In addition to their up-to-date versions of the most popular citation styles, they also host a number of helpful handouts dealing with writing and grammar.
Citing government information - A helpful site from West Texas A&M on citing government information.
Citing laws - Introduction to Basic Legal Citation from Cornell Legal Information Institute