Math Playground

http://www.mathplayground.com/index.html

Cool Ways to Increase Your Brain Power

http://www.diigo.com/annotated/f93a3688ae0227850c4865501df529d0

Game Central at Discovery Channel

http://dsc.discovery.com/games/games.html

Sheppard Software games and other fun stuff

http://www.sheppardsoftware.com/web_games_menu.htm

Nobel Prize based Educational Games

http://nobelprize.org/educational_games/

Kid Games

http://www.prongo.com/games/

The hottest new game to sweep the globe :-)

www.fingertime.com/sudoku.php 

Math Teaser Challenges
http://nces.ed.gov/nceskids/crunch/challenge.asp

Scroll down to the geometry section to play with with 4 different fractal 
activities. Other cool links here include:Stick or Switch, a neat 
probability 
game, Golden Rectangle, & Mastermind.
http://matti.usu.edu/nlvm/nav/grade_g_3.html

Links to math puzzles
http://www.mathgoodies.com/puzzles2004/default.html

Fun brain - math games
http://www.funbrain.com/teachers/grade_jr.html

Online interactive math games
http://www.fastq.com/~jbpratt/education/math/onlineact.html

Math games
http://www.quia.com/dir/math/

Education Place - links to games and other useful stuff
http://www.eduplace.com/kids/

Links to 1000's of math games and other fun educational online stuff
http://cte.jhu.edu/techacademy/web/2000/heal/mathsites.htm

Links to puzzle sites
http://mtn.merit.edu/resources/math/math_puzzlers.html

Interactive games and puzzles
http://www.harcourtschool.com/menus/math_advantage.html

Math puzzles
http://www.qbyte.org/puzzles/