I like romhacking.net a lot. Lot of great utilities. I don't really follow the ROM hacking scene as much, though, so I don't know many sites

Another great one is http://www.smwcentral.net , but it's mostly for SMW hacking.

Also, I may point out that one of the most essential tool in the world of ROM hacking is an IPS patcher, to distribute your ROM hacks. Because it's against the rules to distribute a full ROM, you must use a IPS patcher like Lunar IPS to create a patch containing just the modified data. This same patcher can be used for applying patches to ROMs. There are some alternatives, too.

And as always, BACKUP! Very important when developping softwares. With ROM hacking you could mess up and permanently break your ROM

I thought Lunar Magic could also do SMW+AS? I rememeber reading on their site you could either use a Super Mario All Stars+World or Super Mario World ROM.

And yeah I agree it can be easy to use when you aren't too serious about ROM hacking (not replacing the graphics/music, for example). Some other stuff is harder but at least it's supposedly much easier than doing it with hex editors.