Source 1. Chris Gore's Ultimate Film Festival Survival Guide
If your going to make a film buy this Before you start shooting, it is well worth the money and I wish I had read it prior to filming. And it is really fun to read.

There are three parts to this book.
The first part is general festival knowledge, what to do and not do.
The second part is director interviews, at first I ignored this section but you can learn a LOT about films that did really well and films that tanked in this section.
The third part (half the book) is film festivals, it has one major list then a ton of awesome sub lists.
Source 2. Withoutabox
It has listings for Thousands of film festivals and a lot of tools to make your like a lot easier.

This site is amazing, first off you can setup a film project and search for festivals that qualify for your project (this is free). Then you can submit to festivals online (this is free). THEN you can buy a prepaid discount that saves you money each time you apply to a festival (not "free" but will save you money if you enter a lot of festivals). Just sign up, the message boards alone are worth it, this is really the best free thing out there for film makers.
Thank you Mike Miller for showing me this!