Websites
As this site describes, nearly every future president modeled their communication with the public after FDR. There are some fun links here to famous presidential speeches given in a similar fashion.
The History Channel has a "this day in history" series, and for March 12th, the winner is FDR's speech.
Articles and Interviews
Time Magazine's anniversary shout-out to the beginning of Roosevelt's legacy speeches.
From the University of Virginia, an article on the 80th anniversary of FDR's "First Fireside Chat."
An article on the calming effect of the fireside chats.
Video
Television didn't exist in 1933, but this video shows an image of FDR and the audio of the speech, to show what a video may have been like.
Audio
On the 75th anniversary of FDR's chat, NPR looks back at the famous speech.
Here is the full audio version of the speech, with a transcript to follow along.
Images
Here he is at his desk, reading the speech.
Here's FDR with the multiple radio network microphones as he reads a fireside chat.
It's hard to believe, but when FDR was a kid many boys wore dresses until they were about eight years old. You have to see the picture to believe it.
From the National Museum of American History, the actual microphone FDR used for the speech.