Also worth looking at is J.M. Staff's reply.
I was going to give you a link to Holly Lisle's site as well, which has massive amounts of good stuff on it, but the minute I tried to open a tab onto it, IE started freezing up on me. Don't know what that's about. Here's one about Worldbuilding for Magic Systems. check the list to the right of that page to see other articles on world building.
And, if you want the granddaddy of all hypertext worldbuilding links, go over to Patricia Wrede's list of worldbuilding questions on SFWA.