The Language Construction Kit is one of the coolest sites on the web. It's one of the coolest things I've ever seen, period. It's up there with mimes dancing to Christian rock in front of the Jefferson memorial.
It's a guide to creating your own language. It doesn't cover everything you need to know to make a "perfect" conlang, but it covers enough to make a decent one, especially if you don't know anything else about linguistics. It's also a great general starting point for learning about languages.
Best of all (to my mind) are the sections on making related languages, and using conlangs to enrich worldbuilding. It's very hard, if not impossible, to really get a feel for "what it's like to be there" if you don't at least have a rough idea of how the people in a culture talk.
All that is just icing, though. The best reason to get into conlanging, and to check out this website, is that there's no better way to confuse people than to start speaking your own language.