Check out Cohen's 2001 interview with Nick Paton Walsh of the Observer. The conversation provides an amusing overview of Cohen's career with particular focus on his struggles with depression. There's also an entertaining bit on how Cohen views his own reputation as a ladies' man. We particularly enjoy his quote, "I never discuss my mistresses or my tailors."
This is a comprehensive site authorized by the singer, with plenty of information about his life and his past records, as well as up to date information tours and other projects. If you want to know where and when Cohen is playing, this is the place to go.
A site with a number of good links. In particular, it's the perfect opportunity to become familiar with the artist's discography, lyrics, and basic story.