http://www.puzzlepixies.com Puzzle Pixies is a FREE website that provides fun (and maybe educational) games, puzzles and activities for children. It covers pre-school (kindergarten) kids up to age 13.
http://www.starfall.com An educational website that teaches children 2+ the alphabet and phonics skills in a fun way.
http://www.pbskids.org Lots of fun activities including games, printables and videos for children 2 years and over.
http://www.baby-place.com/games.php - Moving Squares (3-4). This introductory game teaches young children how to move the mouse in order to "catch" a moving square.
http://www.baby-place.com/games.php - Subtraction Game (ages 4+) For children who know how to subtract but need to practice. http://www.kidspsych.org An interactive website for children 1-5. Lots of games and colourful presentations are included in this website.
http://www.bbc.co.uk/learning/ This has many helpful learning resources and activities for children under 5 years old. It also has learning resources for Adult Learners, Schools, Parents and Teachers.