Stella Programmer's Guide The Stella Programmer's Guide written by Steve Wright contains most of the information you'll need to know to program the Atari 2600
Kevin Horton's Bankswitching Document Kevin Horton's definitive 2600 bank switching document. If you need to know the bank switching scheme a cartridge uses this is the document to read
Kirk Israel's 2600 tutorials Kirk Israel's Atari 2600 programming tutorial page, including the famous '2600 101' tutorials
2600 Programming For Newbies An AtariAge forum with many tips for the beginning programmer
Andrew Davie AtariAge tutorials Andrew Davie's collected AtariAge forum threads on Atari 2600 programming
Atari 2600 Memories A collection of programming tips and general Atari 2600 trivia from Random Terrain
John Payson's 4A50 bankswitching scheme Complete description of the 4A50 bankswitching scheme, which for now only exists in emulators.