"Happy Donut Land (HDL)"
http://www.geocities.com/stoker1439/hdl/index.html
A place to adopt adorable animated Trigun sprites.
Hasn't been updated since 2001, but still seems to work.

"Make a Little Lightbulb in Your Soul"
http://www.geocities.com/Tokyo/Ginza/7551/tri-index.html
Weird little Trigun page, last updated in 2004.

"Scattered Rain"
http://trigun.black-brollies.net/main.html
Nice little general fansite, with episode summaries, music, sounds, etc.

"Spastic Trigun"
http://www.clanwhy.com/sptrigun/
High-quality site with series and character summaries, a detailed gallery of the weapons of the series, and a few images and icons.

"Up In Smoke"
http://www.bishounen.net/trigun/
Nice screencaps of the beginning/ending sequences. Some amusing fan opinions.

"Vashy Donuts Again"
http://www.freewebs.com/vashydonutsagain/anime.htm
Section on Trigun characters has a list of Kuroneko sightings by episode.

"Yellow Alert"
http://www.pafko.com/melanie/yellowindex.htm
This website was spawned by a fanfic and is narrated from the perspective of characters in the Trigun world.
I'm not sure how old it is ... most of the urls on the Links page no longer work.