I am looking for online references for creating advanced macros for LaTeX.
I would say one good starting point for something online is Victor Eijkhout's TeX by Topic. It is freely available. As mentioned on the UK TeX FAQ entry on ol' books, "it’s not a beginner’s tutorial but it’s a fine reference."
This does not actually count as an online reference, per se, but it is a (free) reference none the less.
Although it's not really a book, the source documentation for LaTeX is also a good resource for all sorts of TeX programming techniques. You can access it with
texdoc source2e. Between that and TeX by Topic, you can learn an awful lot.
(I think the answers should be community wiki)
- I sometimes use the TeX Primitive Control Sequences