These are informative resources - not ROM links!

>> SEGA CD + TG16-CD
GameFAQs - Contains info and walkthroughs for everything.
ClassicGaming.com - Click Museum to enter ClassicGaming.com's excellent console history section. There you can read the history of the PC-Engine/Super CD and Sega CD.

>> SEGA CD
Eidolon's Inn - This place used to be the #1 resource for Sega CD. It eventually will be once again, once their section called "Sega Base" is back up. You see, Eidolon's Inn was forced to shut down some time ago. They've just recently come back online and now they're working on a massive remodeling. Bit by bit their old, 'legendary' sections will come back up.
SegaCD Universe - A good site dedicated to the almighty Sega CD. Here you will find game reviews, system specs, FAQs, interviews, screen shots, music, ad scans, historical articles, cheats, codes, walkthroughs, and more! It's on a free host so expect ads.

>> TURBOGRAFX16-CD
Pcenginefx.com - This place has a great deal of coverage on all of NEC's systems. It's definitely worth a look.

>> SERIES SPECIFIC