Jog the Web is a really cool web based tool that allows you to create a guide to other web sites. Each web site can have annotations and instructions or questions also, making this a great tool to create Web Quests and web resources for students in your class.
It is free, and very easy to use. You can even see other people's Jogs (there is a search bar) and get ideas from them. There is also a blog, Firefox, extension and support page for help.