Reference guide
The R+L=J theory claims Jon Snow most probably is the son of crown prince Rhaegar Targaryen and Ned's sister Lyanna Stark.
The Tower of the Hand has an excellent analysis of this theory:
Jon Snow's Parents
And Westeros' Citadel also provides a summary:
Jon Snow's Parents
A Wiki of Ice and Fire:
Jon Snow Theories
Radio Westeros podcast:
A Dragon, a Wolf and a Rose
Kingmonkey's essay:
R