The archive collections of the Devon Record Office, the local studies materials and the Devon and Cornwall Record Society collection from the Westcountry Studies Library reading room, are now housed together at the Devon Heritage Centre. Includes parish material, hospital and school records and other records relating to Devon, Dorset, Somerset and Cornwall. There are guides and catalogues.
http://www.devon.gov.uk/record_office.htm
Use the Advanced Wills Search on the left of the screen to search for wills 1540-1858. Includes Wiltshire but also some parts of Berkshire, Dorset and Devon. Searching is free and wills can either be purchased from the Wiltshire and Swindon History Centre or downloaded for a fee.
http://history.wiltshire.gov.uk/heritage/index.php
This page has links to family history resources for Dorset such as societies, mailing lists, on-line transcripts, surname interest lists and more.
http://www.thedorsetpage.com/Dorset_Home.htm
Transcribed parish records including baptisms, marriages, burials,census, monumental inscriptions, post office directories and more.
http://www.opcdorset.com