Many of the links here will take you to paid sites, although both Findmypast and Ancestry.co.uk offer 14-day free trials. Both these sites have excellent and essential datasets.
WW1 Medal Index Cards
A good starting point for WW1 research. Chances are that records don't survive in WO 363 or WO 364 but if your man served overseas, or received a Silver War Badge, you should find his medal index card here.
WW1 Service Records 1914-1920
Link to the so-called "Burnt Documents". These records, now catalogued at The National Archives as WO 363, were salvaged from the War Office Record Store at Arnside Street, London after a bombing raid by the Luftwaffe in September 1940. Many show signs of water and/or fire damage. See my post, How burnt is burnt?
WW1 Pension Records 1914-1920
These records, now categorised by the National Archives as WO 364, had been moved off-site at the time of the Arnside bombing. Records for some soldiers exist in both WO 363 and WO 364. Contrary to popular myth, some records for deceased soldiers are to be found in WO 364.
Note that the WO 363 and WO 364 papers are for NCOs and men only. Many officer service records do survive but, at the time of writing, have not been digitised. You'll find the World War One Officers' index HERE.
The service and pension record links above will take you to the respective collections on Ancestry but note you can search for British Army Service & Pension records in a single search on Findmypast (and you'll find more indexed records on Findmypast than you will on Ancestry).
Soldiers Died in The Great War 1914-1919
Incomplete but essential database which, in addition to the details to be found on the Commonwealth War Graves Commission's Roll of Honour, will often give place of birth, residence and enlistment.
De Ruvigny's Roll of Honour
26,000 biographies, many with photos, of men who died during WW1. This was a commercially produced series of books published in the 1920s.
Roll of Honour
Superb and vast UK centric site dedicated to those who fell fighting for their country. Includes an ever growing database of county war memorials and details of the men and women commemorated on these.