Where can I find a list of all LEGO sets ever released
Brickset.com is an excellent website with an inventory of sets stretching back as far as 1966.
The list is not 100% complete and the site is not an official site of the LEGO groups so it relies on contributions from fans for its updates.
The information below is from the site itself:

What's in the database? The database does not contain everything that LEGO has ever made or that carries a LEGO logo. The completeness of the database is roughly as follows:
1958-1965: No coverage. The era is too complex to cover adequately, and of insufficient interest to justify spending time researching.
1966-1969: Most regular sets, but excluding brick and service packs.
1970-2006: 98% of sets, and also many extended product lines.
2007-date: 99.9% of sets, and most extended product lines sold at shop.LEGO.com.
Although the database contains many non-brick items ('Gear') that are LEGO branded, it does not contain them all: there are too many to keep track of!