JLPT Extras
JLPT books
Hard-to-find-books on Amazon

Maybe you've heard mention of the "Kanzen Master" or the "UNICOM" series. Bizarrely, these fantastic JLPT study books around are not on Amazon.com.
I have one book from each of these series and they are high quality, comprehensive guides for the serious student.
I had problems finding them when I wanted to buy these books (Since they have inconsistent titles and some missing images), so have collected all the books from each series (and other stuff I think is good) and put them in two custom Amazon stores.
You can buy them from here, and Amazon does the rest.
Main page (All shops)
See my UK store - amazon.co.uk (Beginner textbooks / Flashcards / Past papers)
See my JP store - amazon.co.jp (Kanzen Master / UNICOM)
See my US store - amazon.com (Kanji study / Electronic Dictionaries)
Rikaichan translation - Firefox
Hold your mouse over Japanese words and see the English. Addon for FireFox. Awesome.
Try RikaiChan (Don't forget to install a dictionary!).
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JWPce
A word processor, but really more use for its wonderful Japanese-English Dictionary.
Try JWPce.
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How should I study Japanese???

This guy gives some very good advice on studying Japanese, languages, and well everything really.
As the (difficult to translate) Japanese phrase goes; 習うより慣れろ (Narau yori narero):
"Experience" over "learning".
More than studying flashcards or taking past papers, go get some friends on the Internet, send penpal letters, or even get on a plane, walk into every English conversation school in Tokyo with a CV/resume and a sharp suit, and live here until you're
perapera.
AJATT is a fantastic website. If you've not seen it yet, please check it out.
AJATT - AllJapaneseAllTheTime.com.
Other exams: J-Test

This is marketed as being more practical Japanese. The old JLPT was not so practical, so I'm not sure about this test's future now the JLPT has changed.
I took this in my first year in Japan. For someone at N3 level, the lower paper for the J-test is walk-in-the-park easy, and the upper level is brain-squelchingly difficult. In my Japanese class, only a few passed the higher level, all passed the lower level.
The lower level would be a good match for someone at N4.
The higher level would be a good match for someone at N2.
J-Test. (Site is Japanese, but there is an English page)