For smart analysis and commentary, I always learn something new at Africa is a Country and African Arguments. The Monkey Cage brings academic studies to bear on current events.
To check the news, AllAfrica covers many countries that get overlooked by the global wires. Africa Confidential provides interesting insider-ish information, primarily on English-speaking countries. For news on French-speaking Africa, I go to Jeune Afrique and RFI Afrique. On Niger, there is Niger Diaspora and TamTam Info.
My favorite blog is This Week in Africa: sign up to receive the newsletter every Friday. I am also a fan of Sex/Gender in the Narrative and learn a lot from Rahmane Idrissa's, Halimatou Hima's and Kendi Borona's posts.
For data, the Afrobarometer is an invaluable resource, and Masayuki Kudamatsu's Devecondata provides helpful information on new or updated data sets.