BBC News has a great map, essay, and even video clips explaining why Jerusalem means so much to Christianity, Judaism, and Islam. The map above, which is clearer on the BBC site, shows the major sites.
The BBC site has several video clips explaining the different sites. In one, a tour guide gives you a quick trip around the major sites.
al-Aqsa mosque important to Muslims
Western Wall important to the Jewish faith
Church of the Holy Sepulchre, holiest place in Christianity