Please do comment with your own favourite sites.
Nrich is a UK resource called the Home of rich mathematics. This has sections divided into age groups and challenges that are at different levels of difficulty. The challenges change frequently so it is worth checking back. I particularly like the balloon game for learning about negative numbers.
Living math is a site dedicated to learning maths in a non-traditional way. There are plenty of ideas about presenting mathematical ideas in different ways and looking out for maths in day to day life.
The Mathematical Association runs the Primary Maths Challenge in the UK which is easily accessed by home educators. There is also a Secondary section to the site.
Khan Academy-this site has videos explaining maths. We haven't used it below age 11 so I don't know how well it works for younger children. For older children, it is a helpful resource for those occasions when parental explanations are not understood or just aren't clear enough. The only caveat is to make sure that the level is correct-it is fairly easy to pick a video that covers something just a bit to hard or that the child already understands.
Primary resources is a UK site designed for use with children aged 5-11. There are downloads of activity ideas and lesson resources from UK primary school teachers. There is loads on this site-I certainly haven't managed to explore everything on this. The quality of the resources obviously varies but this is well worth exploring for explaining a topic further or making it more interesting.
Woodlands Junior is a UK Primary School with a website that has useful resources for many subjects. This link is to their maths page. The site contains practice with basic operations and worksheet generators as well as maths investigations in a game style.
Over to you. Do you have any maths links that you recommend?