deep web 'slag' dictionary:
http://www.deepdotweb.com/2014/03/02/deepdotwebs-darknet-dictionary/

how to make your own deep web site:
https://www.torproject.org/docs/tor-hidden-service.html.en [less visual]
http://www.makeuseof.com/tag/create-hidden-service-tor-site-set-anonymous-website-server/ [more visual]

local webserver recommendation for MacOS/Linux:
http://www.acme.com/software/thttpd/

a quick local webserver for osx/win users:
http://www.mamp.info/en/

sites available on the deepweb [many are down due to FBI attack]:
http://thehiddenwiki.org/

a better/more updated list of markets:
http://www.reddit.com/r/DarkNetMarkets/wiki/index/faq