Blog aggregators
A very useful way of keeping up with blogs in a particular area is to subscribe to a blog aggregator. These will syndicate posts from a large number of blogs and provide links back to the original sources. So you only need to subscribe once to get all the good stuff in that area.
There are now several blog aggregators available that might be of interest to readers here. And this blog is now syndicated on several other sites including those listed below.
R-bloggers: for all R-related blogs. The posts tagged R from this blog are syndicated there along with about 300 other R blogs.
Statsblogs for statistical blogs. This is a very new aggregator, but is growing fast. There is naturally some overlap with R-bloggers. All posts from this blog are syndicated there.
TeX community for TeX related blogs. The posts tagged LaTeX from this blog are syndicated there along with about 40 other TeX blogs.
Mathblogging.org aggregates a number of mathematics blogs. All posts from this blog are syndicated there.
In addition, for those interested in economics, EconAcademics.org aggregates a number of economics blogs (but does not include this blog as I rarely post anything about economics).
I have also set up two aggregations for new research papers:
StatisticsPapers includes all papers appearing in over 60 of the major statistics journals as well as the statistics section of arXiv.
Forecasting papers includes all new papers on forecasting that have appeared on RePEc or in either the International Journal of Forecasting or the Journal of Forecasting. The papers from RePEc constitute the weekly NEP-FOR report.
So if all the blogs around are overwhelming, and you don’t know where to start, select one or two of these aggregators and you’re off and running.