Here is a site by Joe Beine that I check out frequently. Yes, it's on my favorites list, and it is updated regularly...in fact as of this writing, it was last updated on 21 September 2009!
The website is a directory of links to websites with online death indexes, listed by state and county. Included are death records, death certificate indexes, death notices and registers, obituaries, probate indexes, and cemetery and burial records. You can also find information here about searching the Social Security Death Index online.
The site provides easy navigation by clicking on a state name or on the name of a city in the special "big city guide."
When you click on a state you typically are treated to a list of sites that deal with death indexes and records. Most of the sites are explained a bit so you know if payment is required, if images are provided, etc. Also included in many cases are instructions on how to order documents from state archives and libraries.
Check it out at: http://deathindexes.com/