You've already covered some of my favorites, especially SD GenWeb and the SD Birth Records site, the latter of which has more recent birthdates than Ancestry's database (the latter of which hasn't been updated with new.y released births since 2003). SD GenWeb has a list of land patent applicants that is a helpful place to start when looking for homesteading ancestors. They also have a LOT of other transcribed records, including a transcription from the church one of "my" families attended!
The South Dakota State Archives (associated with the SD State Historical Society linked in your post) has a naturalization database that includes separate databases for first and second papers. You can order a copy of the papers from them. The copy isn't free (though it's the cheapest thing I've ever ordered in my genealogy research!), but the database is. http://www.sdhistory.org/arc/naturalizationarchives/naturalization_...
The BLM-GLO database has been adding scans of survey plats to its website. So far one of the major areas they've added is the Black Hills homseteaders. Direct page: http://www.glorecords.blm.gov/Visitors/OverviewSurveysPlatsAndField... They also have a free database of homesteaders' applications and patent approvals (though obtaining the actual records isn't free, you can obtain a fair amount of information from the database, including the legal description of your ancestor's land): http://www.glorecords.blm.gov/