What steps can troubleshoot OS X when some sites do not resolve on Snow Leopard?
In agreement with the original poster, in this answer I put together the comments above that describe the troubleshooting steps that helped solve the issue.


Realize that PeerGuardian uses a KEXT.

As strangelydim commented, PeerGuardian (an open source privacy oriented firewall software) uses a kernel extension (KEXT). The KEXT is used to block connections to "dangerous" servers specified in so-called blocklists.
Find out whether the KEXT was the culprit.

The original poster booted his Mac into Safe Mode by pressing Shift during startup (http://support.apple.com/kb/HT1533). 

Safe Mode does a lot of things (http://support.apple.com/kb/HT1564), among them it loads only required kernel extensions, so PeerGuardian's KEXT wouldn't be loaded. 

The original poster could successfully connect to www.lubuntu.net, so the KEXT was the offender.
Disable the KEXT.

The first try was to move the KEXT from /Library/Application Support/PeerGuardian to /tmp and reboot. That didn't help. The original poster then deleted the KEXT. I also asked him to check in System Preferences&gt;Users &amp; Groups&gt;Login Items whether PeerGuardian was listed and remove it. 

After a reboot he could sucessfully connect to www.lubuntu.net.


So the bottom line is that, unfortunately, some programs cannot be uninstalled by simply dragging them to the Trash.