Prongo.com has lots of free games for children aged 3-12. You will find hungry cateplillar, 2 player math games, checkers, mazes and more.
Message from prongo.com: "Making games is fun and challenging but making games where kids learn is rewarding. We at prongo.com are working on bringing the best educational games around. That's why we use the latest software and hardware. We provide educational games where kids can interact and learn. We work hard on providing a challenging game environment, because learning should be fun and when kids learn they succeed."