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]
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.
Description of gprof
Designing and building parallel programs, online book by Ian Foster
MINUIT - a great minimization package from the same person (F. James) who brought us the Luxury RNG.
AAS Job Register - the main resource for job ads in Astronomy.