Smashing the Stack - The original white paper on stack based buffer overflows, this is a must read for the budding exploit developer.
Exploit-DB - As the name implies... A database of exploits maintained by Offensive Security. You'll find new and old exploits alike here to practice with.
The Shellcoder's Handbook - Vol. 2 - A great book on exploit development and shellcoding. I'd recommend either a modest amount of experience or a lot of determination before diving into this one.
Ret2libc - Return to libc - This is a specific paper on the ret2libc method which is published on Exploit-DB. There are also links to two other tutorials in this paper.
More to come....