ABCya -- Computer games and activities in Literacy and Mathematics for Kindergarten through grade 5.

 

Cut the Knot -- Interactive mathematics miscellany and puzzles.  A fun site to browse as well as  CTK Math Games for Kids.

Explore Learning Site -- Gizmos! Online simulations that power inquiry and understanding.

National Library of Virtual Manipulatives preK-12 -- A phenomenal collection of mathematical activities.

NCTM Illuminations Activities K-12 -- Another great collection of math activities.  These from the Nat'l Council of Teachers of Mathematics.

Shodor Activities, Dictionary, Tools 3-12 -- A national resource for computational science education.