Climate indices:
http://www.cgd.ucar.edu/cas/jhurrell/indices.html
http://www.cpc.ncep.noaa.gov/data/teledoc/teleintro.shtml
Annular Modes Website
http://ao.atmos.colostate.edu/ResPapers
Ocean Atmosphere Teleconnections
http://www.cpc.ncep.noaa.gov/data/teledoc/teleintro.shtml
Intro to ENSO:
http://www.gfdl.noaa.gov/~atw/enso
In-situ ENSO-relevant obs from the TAO array:
http://www.pmel.noaa.gov/tao
Wavelet analysis software, with ENSO examples:
http://paos.colorado.edu/research/wavelets