This short list was done because I have several new genealogists following my site. If any "seasoned" genealogists have additional FREE sites, please feel free to post them in my comments section.
Find-A-Grave (52 million grave records, many with photos) at http://www.findagrave.com/
Google searches, Google Alerts and Google Books
DAR -- Daughters of the American Revolution (great site for seeing if your ancestor was a Revolutionary War patriot) at http://services.dar.org/public/dar_research/search/
Family Search (LDS site with millions of records, many images of actual records).
https://beta.familysearch.org/
Ellis Island site with emigration and naturalization records. http://www.ellisisland.org/
RootsWeb (site is free and owned by Ancestry.com (subscription site).
http://www.rootsweb.ancestry.com/
The US GenWeb Project. http://usgenweb.org/
Dutch Door Genealogy. http://www.dutchdoorgenealogy.com/
Internet Archive. http://www.archive.org/
Chronicling America: Historic American Newspapers. http://chroniclingamerica.loc.gov/
Special Mention:
Cynthia Shenette of Heritage Zen wrote a wonderful article in which she did a lot of research, and explains step by step what was done and what needs to be done. She doesn't subscribe to Ancestry either. Please read Researching the Coldbrook Tragedy (4 parts) Note: Cynthia has a very long list of genealogy sites at the end of her Heritage Zen home page. Scroll all the way down.
ADDITIONAL SITES RECOMMENDED BY OTHERS (See Comments.) They are excellent.
Nancy suggested: Cyndi's List
Gretta suggested: The Bureau of Land Management
Heather suggested: Random Acts of Genealogical Kindness