Jeff Weeks' topology and geometry software is a collection of computer games for exploring and developing intuition about topology and geometry.
Calculus on the Web (COW) has online courses in precalculus, calculus, linear algebra, number theory and abstract algebra.
S.O.S. Mathematics has online review material for a variety of subjects in mathematics including differential equations, complex variables and matrix algebra.
Planet Math: Planet Math is a virtual community that aims to make mathematical knowledge more accessible. It includes an online mathematics encyclopaedia as well as books, expositions, papers and forums.
Ask Dr. Math is an on-line question and answer service for students and their teachers. The best questions and answers are gathered into a searchable archive organized by grade level and topic.
Math Forum is an on-line resource for learning, teaching, and communicating mathematics.
A. Bogomolny's Interactive Mathematics Miscellany and Puzzles