First of all , bookmarklets are pieces of javascript/code put into a web address. Here is an example(paste the address into the web browser of choice to see the effect):
Code:
javascript:alert('hello world'); This will popup a dialog, with the text "hello world" in it. These can have very useful functions, which can replace or emulate some functionality or extensions in other browsers.
To use them, simply drag them to the bookmarks toolbar.
I've made a couple of personal ones myself, although not all designed to work with internet explorer and firefox, I personally use opera myself.
Whats more there are quite a few websites out there which hosts a lot of bookmarklets, much more than I personally did.
General Bookmarklet links https://www.squarefree.com/bookmarklets/ loads of general use bookmarklets here, has icons telling what bookmarklets work in which browser and a description of every bookmarklet.
Bookmarklets more general use bookmarklets from a different author
Browser specific bookmarklet links 17 powerful bookmarklets for your iPhone List of bookmarklets for Iphone, some may work for other browsers though.
Opera Browser Wiki :: Opera Bookmarklets Page Generally tailored towards opera, but will most likely work with other browsers too.
Bookmarklets Thread - Customizing Opera - Opera Community Opera bookmarklets forum thread, currently at 10 pages, lots of information there.
Pimp My Safari: bookmarklets bookmarklets aimed at safari users.
Bookmarklets - Browser Power Bookmarklets generally tailored to Internet Explorer, hence the "ActiveX" on the page etc.
Bookmarklets - Tool Categories Old site with bookmarklets that catered to IE and netscape years ago, I didn't point to the main page because they browser sniff you to get in.
Utility specific bookmarklets links --(e.g for downloading videos etc)
Download YouTube & Google Video clips via bookmarklets Bookmarklets for downloading video files off of sites such as youtube for example.
Search Engine Bookmarklets Search engine specific bookmarklets.
bookmarklets - Microformats Bookmarklets to extract microformats(I personally never use these but what the hey.)
Useful Google Bookmarklets Google specific bookmarklets
Hope this helps
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Browser Bookmarklets, Ease Your Surfing with Little Javascript Snippets. 
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