I don't necessarily check these regularly so if you find a
broken link,
please let me know.
The Interactive Mathematics Miscellany and Puzzles is more fun than people.
Here's something that all students should take a serious look at: Wolfram Alpha.
The Geometry Center at the University of Minnesota can be a lot of fun.
The Glossary of Mathematical Mistakes and the 100 Most Common Errors in Undergraduate Mathematics give substantial listings of what not to do on your homework, quizzes and exams.
You can buy your own Klein Bottle here. Disclaimer: I am not endorsing this product, nor am I recommending that you buy one. I just think this site is a lot of fun.