Khan Academy has a rapidly-growing collection of videos across a number of disciplines. The founder began with videos of math, physics, and economics, so these subjects have very thorough coverage. Example problems for nearly every math concept imaginable are covered, with explanations for every step of the various processes.
When there is a high-definition video version available, these are preferable, as the writing is easier to read. Videos average about 8 to 15 minutes each.
Math Forums: Lists of activities and applets by concept. Includes material from elementary school through college.
Purplemath – Extensive coverage of algebra, from pre-algebra through most of college-level algebra. The site also has a list of additional links to other helpful math sites. http://www.purplemath.com/modules/index.htm
Cut-the-Knot: Covers many math concepts and has a number of mathematics puzzles and miscellany.
Graphing Calculator – A free Flash-based graphing calculator. There are lots of sample equations to get you started, and many other touches to explore the structure and behavior of functions and their graphs. Changes in formulas are updated right away, which can be very helpful when experimenting. It also allows you to create and reference your own variables and functions, so you can graph functions of functions.
Wolfram Alpha: The company which makes Mathematica has a free knowledge base covering a wide range of topics. This is a very helpful site for exploration, particularly for math and the sciences. You can also input functions and have them graphed, but it does a lot more than that---your function will be analyzed and put into alternative representations, it will find the roots, derivative, indefinite integral, maxima and minima, and more. The analysis clearly shows each step of the process. Wolfram also has an extensive reference section for mathematics.