The Mandrake Home Page is good starting-point, where they sell books and give info on the Golden Dawn movement. I have no specific interests in Golden Dawn, but they do have some books on and by Aleister Crowley, which provide a lot of insight into occult magick.
If you fancy a dabble with the old tarot cards, then you may find the Tarot Readers Directory an interesting and useful resource.
If there is a particular book on occult magick that you would like to buy, but it is not available in your local book shop, then Caduceus Books may have a second-hand copy of it in stock. From my experience of them, they are friendly and reliable.
And finally, if you are into `Astral Projection' (or `out-of-body experiences'), then visit the Adventures Beyond the Body site. Practice of astral projection is a good starting-point for any student of the occult.