Cutler has some great information, and is probably the biggest expert
on burr puzzles (as he did a computer research simulation of pretty
much all 6-piece burr puzzles you can make)
Other neat sites:
IBM (you can try to solve some of them via a java browser):
Coffin's Polyhedral dissections book (online version):
This site has the full set of notchables to make the 314 massive
(completely solid after putting together) burrs from Cutler's computer
analysis (these are the 314 mentioned at the IBM site).
If you are wanting to make a few different unique ones, the same guy
has several catalogs of different burrs
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