Echoing the comments and other answers, citing a website is no different to citing any other resource, such as a book, or a paper. Depending on your favorite text editor and reference manager, you would like to produce bibliographic entries, such as

> ... for the implementation of the prototype, we used the *Ruby* programming language [23] and ...<br/>
> ...<br/>
> ...<br/>
> **Bibliography**<br/>
> ...<br/>
> 23\. Matsumoto, Yukihiro. *Ruby Programming Language*. `http://www.ruby-lang.org/`, 2009.


In BibTeX, there's @misc entry for that. You would use it as follows:

    @misc{links/Java,
            author = {{Sun Microsystems Inc.}},
            title = {{J}ava{\texttrademark} {P}latform, {S}tandard {E}dition 6},
            howpublished={\url{http://java.sun.com/}},
            month{jun},
            year = {2006}
    }

     @misc{links/xml,
            author = {{W3C}},
            title = {{Extensible Markup Language (XML) 1.0}},
            howpublished = {\url{http://www.w3.org/TR/REC-xml/}},
            publisher = {World Wide Web Consortium},
            year = {2008},
            month = {November}
    }

Since websites are a dynamic resource, you should always include the date (year/month) of the last retrieval. 

For the url, the code above would assume `\usepackage{url}`.

Another technical issue with this is whether your chosen bibliography style would include the URL in the reference, or not. You might want to consult [this questions at tex.SE][1]


  [1]: http://tex.stackexchange.com/questions/36248/url-of-cited-web-site-in-bibliography