See a good overview of the Monte Carlo techniques in physics at the Particle Group Data site.
S.L. Anderson, 1990, "Random number generators on vector supercomputers," SIAM Review, 32(2), 221-251 [PDF]
W. Janke, 2002, Pseudo Random Number Generation and Quality Checks in "Quantum Simulations of Complex Many-Body Systems", Lecture Notes, J. Grodendorst et al. (eds.) [PDF]
W. Press et al., 1992, "Numerical Recipes", Ch. 7
"Luxury" Random Number Generator: luxury.h, luxury.f, testluxury.f,
Diehard - a battery of tests for random number generators developed by George Marsaglia.
This site also contains a large sequence of random bits produced by a combination of several of the best deterministic RNGs, together with three sources of white noise.
A useful portable timing routine hpcwall.c, an example of how to use it in a fortran code time.f
Description of gprof
Designing and building parallel programs, online book by Ian Foster
OpenMP standard for shared memory programming,
see also
"Introduction to OpenMP"
MPI standard for distributed programming
Overview of probability and statistics from the Particle Data Data Group
See also Ch. 10, 14, 15 in Numerical Recipes
MINUIT - a great minimization package from the same person (F. James) who brought us the Luxury RNG.
Careers in Science and Engineering: a student planning guide to graduate school and beyond (online book)
Science Careers: career advice
AAS Job Register - the main resource for job ads in Astronomy.