What statistical research blogs would you recommend, and why?
Statistical Modeling, Causal Inference, and Social Science from Andrew Gelman is a good blog.
The Endeavour sometimes features statistics posts. Otherwise it is mostly around the interplay of computer science and math.
In addition to those already mentioned, I like Rob Hyndman's blog:
I guess he's too modest to mention it himself! ;-)
Cosma Shalizi's blog, often talks about statistics, and is always interesting.
Luckily now you don't have to spend too much effort finding good blogs. Stats Blogs is a relatively new aggregator which compiles a collection of blogs focused on statistics. A lot of the blogs mentioned are aggregated there.
This blog mixes basic concepts of statistics, everyday life and research. A must-read.
FlowingData is a good read, with an emphasis on data visualization
Statistical Ideas at email@example.com for a mix of applied finance and theory.