On Microsoft's site - documents and downloads:
Group Policy Management Console download - an essential tool for managing Group Policies.
http://www.microsoft.com/downloads/details.aspx?FamilyId=0A6D4C24-8CBD-4B35-9272-DD3CBFC81887&displaylang=en
Spreadsheet containing all Group Policy settings available in Windows 2003 SP1 and earlier Windows versions (including Windows XP SP2)
http://www.microsoft.com/downloads/details.aspx?FamilyID=7821c32f-da15-438d-8e48-45915cd2bc14&DisplayLang=en
Spreadsheet containing all Group Policy settings available in Windows Vista SP1 & Server 2008 (and earlier Windows versions)
http://www.microsoft.com/downloads/details.aspx?FamilyID=2043b94e-66cd-4b91-9e0f-68363245c495&DisplayLang=en
Group Policy Survival Guide - links to many Group Policy documents
http://www.microsoft.com/downloads/details.aspx?FamilyID=66643d52-bd3d-4b10-972c-316eca5dbedf&DisplayLang=en
Windows Server 2003 Group Policy Infrastructure - good reference for how Group Policies work.
http://www.microsoft.com/downloads/details.aspx?familyid=237b03af-fa8c-4362-8b03-90c47b9b8be2&displaylang=en
Introduction to Group Policy in Windows Server 2003 - general description of what one can do with Group Policies
http://www.microsoft.com/windowsserver2003/techinfo/overview/gpintro.mspx
Group Policy in Windows Server 2003 - links to several Group Policy documents
http://technet.microsoft.com/en-us/windowsserver/grouppolicy/default.aspx
Reference for implementing registry-based group policy for applications - how to and some best practices for building application specific Group Policies and custom Administrative Templates Windows 2003 version
http://technet.microsoft.com/en-us/library/bb742499.aspx
How Core Group Policy Works - describes the infrastructure that implements Group Polices
http://technet.microsoft.com/en-us/library/cc784268.aspx
Group Policy ADM Files - Standard ADM template files from various Windows versions. Can be installed on any Windows version. Useful for creating and editting GPOs for a Windows version later than the one on which the Group Policy Editor or GPMC is running (e.g. to edit Windows XP Firewall settings using Group Policy Editor on a Windows 2000 or 2003 computer).
http://www.microsoft.com/downloads/details.aspx?FamilyID=92759D4B-7112-4B6C-AD4A-BBF3802A5C9B&displaylang=en
On Microsoft's site - Knowledge Base:
Custom Administrative Templates related:
HOW TO: Create Custom Administrative Templates in Windows 2000 - applies to Windows 2000 and 2003 Group Policy
http://support.microsoft.com/?kbid=323639
Using Group Policy Objects to hide specified drives - applies to all Windows versions that support Group Policies
http://support.microsoft.com/?kbid=231289
Group Policy may not be applied to users belonging to many groups - documents a solution to a problem that prevents Group Policies from being applied to a user account that is a member of more than about 70 group
http://support.microsoft.com/?kbid=263693
Recommendations for managing Group Policy administrative template (.adm) files - describes where ADM files are stored, how they get automatically updated and some settings for controlling ADM updates
http://support.microsoft.com/default.aspx?scid=kb;en-us;816662
How to populate Local Groups on member computers using Restricted Groups
http://support.microsoft.com/?id=810076
Windows XP SP2 related:
"The following entry in the [strings] section is too long and has been truncated" error message when you try to modify or to view GPOs in Windows Server 2003, Windows XP Professional, or Windows 2000 - documents a problem viewing or editing Group Policy Objects with Windows XP SP2 specific settings on other Windows versions plus relevant hotfixes.
http://support.microsoft.com/?kbid=842933
Changes to Group Policy behaviour after installing Windows XP Service Pack 2 - describes the changes to the "language" implemented for Administrative Templates introduced with XP SP2 and some implications for viewing or editing Group Policies for XP SP2 on other Windows versions.
http://support.microsoft.com/?kbid=873449
Firewall settings to support Offer Remote Assistance
http://support.microsoft.com/?kbid=555179
Loopback processing related:
Loopback Processing of Group Policy - explains what GPO loopback processing is, why you might want to use it and how to enable it
http://support.microsoft.com/?kbid=231287
How to Apply Group Policy Objects to Terminal Services Servers - describes some specific application of Group Policies for Terminal Servers, including the use of loopback processing. Actually, the article is a bit confusing because it describes two "methods", but these are not mutually exclusive and the second "method" is essentially additive to the first.
http://support.microsoft.com/?kbid=260370
How to Lock Down a Windows 2003 or Windows 2000 Terminal Server Session - documents a suggested set of settings for tightly controlling Terminal Services user sessions.
http://support.microsoft.com/?id=278295