Monte Carlo Methods - Articles on specific topics
Testing parallel random number generators, Srinivasan, Mascagni, Ceperley, Parallel Computing {\bf 29}, 69-94 (2003).
George Marsaglia introduced several RNG that go under the name of KISS (keep it simple stupid)
This is a link to the forum where he introduced them.
Good Practice in (Pseudo) Random Number Generation for Bioinformatics Applications, Jones.
A very practical discussion of how to chose a RNG with some good examples.