As well checking out the sites in the link page (many of which offer excellent solving guides and help), it is also worth considering investing in a solving/construction guide. These can often be bought very cheaply (with the exception of the last two) second hand on Amazon - though I would encourage you to buy the latest books new to help support investment in cryptic crosswords from publishers.
Modern Era (2000+)
Chambers Crossword Manual - Don Manley
How to Crack Cryptic Crosswords - Tim Moorey
How to do the Times Crossword - Brian Greer
Recent Era: (1975)
Crosswords (Teach yourself books) - Alec Robins
Seminal Books: (1960+)
Anatomy of the Crossword - D. ST. P Barnard
Ximenes on the Art of the Crossword - D.S Macnutt
As well as solving and construction guides, it may be worth while investing in a book which gives easy reference to synonyms and indicators. Again, these can be bought very cheaply 2nd-hand, but it's always worth buying a new edition to help support the publishing of crossword related material. Here are the two that I would recommend.
Chamber's Crossword Dictionary
Chamber's Dictionary of Crossword Abbreviations
There are loads of on-line resources such as dictionaries, thesauri, and anagram or letter finders. Here I have linked to a few of the best.