Some blogs I regularly read:

http://blogs.msdn.com/oldnewthing

Written by Raymond Chen, a developer on the MS Windows team.  Great stuff if you want to better understand how Windows works, particularly the shell.

http://feeds.feedburner.com/sysinternals/feed

Written by Mark Russinovich of Sysinternals fame.  Great info on Mark's tools and books as well as his work with Sysinternals.

http://blogs.msdn.com/euanga

Written by Euan Garden, Product Manager in the MS SQL Server product group.  Euan's always got good stuff about the user community and cool features in the product.

http://blogs.msdn.com/slavao

Written by Slava Oks, a developer on the SQL Server team.  Great info on SQL Server internals and the server's interaction with the OS.

http://sqljunkies.com/WebLog/ktegels/rss.aspx

Written by Kent Tegels, SQL Server MVP.  I read this one because Kent posts often :-).  Seriously, it's good to see an outside perspective on the SQL Server user community.