http://coolmath4kids.com
The name of the site says it all. Solve math problems to advance in the games for all age levels.
http://etch-a-sketch.com
On-line computer version of the old favorite. Practice both spatial skills and eye-hand coordination and innovation and creativity.
http://funbrain.com
Fun games to play for PK-6 age-levels, with an educational goal.
http://kids.nationalgeographic.com
This website has amazing images and explanations of animals and places on earth for kids to explore. Of course they also have interactive sections like an online coloring book and a games section. And yes, the games section is very cool, with one game where you race a turtle in a scene that is reminiscent of Finding Nemo. The current affairs section is written in easy-to-understand language, so kids can keep on top of new archaeological digs and historical discoveries.
http://lego.com
Lots of games, both action and some building. CAUTION: Can be challenging for younger kids.
http://suessville.com
Lots of fun with many mini-games.