Vaca.com is a site dedicated to the history of later Spanish conquistadors, including De Soto, Coronado and, of course, Cabeza de Vaca. It is somewhat sensational in its presentation, but includes an excellent map section of early Spanish colonization in the New World.
The Internet Modern Sourcebook: Colonial Latin America is a site containing links to various primary sources concerning the early Conquest period and Colonial Latin America.
The website of University of Minnesota anthropologist Kevin L. Callahan looks at pre-Columbian civilizations and their scientific, administrative and political history.
Housed at the University of Texas, LANIC is the main center for all things Latin American, and has links to hundreds of other sites.