Sesame Street

Here is a great site for preschoolers.  All the educational benefits from Sesame Street is multiplied in this interactive site.  There are lots of videos and games organized by subject.  You can also choose to only see videos and games featuring a certain character (Elmo, cookie monster, grover.. etc.)  The site also has playlists covering certain themes ranging from something like dancing  to counting.  They can also be customized.  These playlists have a mixture of videos and games all focusing on that theme.  Another great feature on this site is that you can also create your own page saving your child's favourite games and video and uploading your own picture.
http://www.sesamestreet.org/

Up to Ten - Boowa and Kwala

Up to Ten is an extensive web site with over 1000 educational and fun games for kids up to age 10.  Younger kids (0 - 6) can click on the Boowa and Kwala section to access lots of games, activities, songs, stories and colouring pages.  It is all very well organized so even younger students can navigate it on their own.  Older students (6-10) can access the games section where the selection isn't as extensive but still quite large.  This section has classic games, puzzles and coordination games.  Another really great thing about this site is that it is completely bilingual: English and French!  On the homepage there are three sections (Free, Premium and Teacher).  The free section is very abundant and it is not clear how to subscribe to the paying portions but, in my opinion, the free section is so extensive there is no need.

http://www.uptoten.com/