Some neat sites, by topic :
For hyperbolic geometry, you can't do an better than the NonEuclid page at Rice University. You can use the Java application (either in your browser or as a standalone) to draw and do computations in the Poicaré disk model, and then if you scroll down there are a series of pages which explain a variety of concepts very nicely. For some nice figures, try this page from someone at the Open University in England - particulary nice is the page on hyperbolic isometries. For a whole bunch of links, some elementary, some not, try here.
For a somewhat more formal discussion of the basic problems from Henderson's book, back we go to Rice. Try here for a cute Java applet which will let you drag a vector around on the sphere (useful for working out holonomy).
Check out this online textbook, which even has a nice section with some spherical geometry formulas.
Also, you might want to go to Henderson's page.