For researchers, historical materials on King are spread around. The Martin Luther King, Jr., Research & Education Institute, home of the King Papers Project, is at Stanford. There are many great resources in the website, including an annotated copy of King's Letter from Birmingham Jail, and a video of King's "I have a Dream" speech.
Important papers are also housed at the Dr. Martin Luther King, Jr. Archive at Boston University. The Robert W. Woodruff Library of the Atlanta University Center has just digitalized an important collection of King papers. Volumes of the published MLK papers are here, here and elsewhere.
And for that most famous speech, which was about so much more than dreams, here's a video from the 1963 March on Washington.
Update: Paul Harvey at Religion in American History, offers great links and reading ideas (and I completely agree regarding Nancy McLean's and Tom Sugrue's important books):
A little "off the beaten track" MLK day blogging from the Inverse Square Blog, featuring King's thoughts on science and religion (which sound a lot like Stephen Jay Gould's), and King's thoughts on war, peace, justice, community, civil rights, and religion, which sound not at all like a lot of those who quote him today but opposed him then (or would have if they were alive or old enough). The struggle to reclaim King's legacy from those who would distort his "content of their character" quotation, and those who fundamentally forget his drive for economic justice (rather than just "civil rights"), continues. Aside from Thomas Sugrue's Sweet Land of Liberty (the link takes you to my review), the best reading I've done on this lately is Nancy MacLean's Freedom is Not Enough, which is not about King per se, nor about "civil rights," but about the struggle for equal opportunity and pay in the workplace, which she places at the center of the struggle in the 1960s. She traces the enormously important consequences of Title VII of the Civil Rights Act of 1964 -- the passage of which was, of course, one of the motivating factors behind the 1963 March and the "Dream" speech.