http://www.sheppardsoftware.com/ < added 9/11/13
http://www.toytheater.com < added 9/11/13
http://www.schoolexpress.com/ <—added 8/30/13 This site has about ANYTHING you could possibly want!!
http://www.superteacherworksheets.com/ <—added 8/30/13 some free materials…others require paid subscription
http://www.mathfactcafe.com/home/ <—added 8/30/13
http://www.math-drills.com/ <—added 8/30/13
http://www.abcmouse.com/ requires paid subscription
http://www.jumpstart.com/ some free stuff…some requires membership. I highly recommend the Jumpstart computer games. My kids love them. If you are local (and possibly even if not) Ollies had these for $4.99.