Below are links that I have found to be the most useful for math instruction and practice. If you know of a fantastic site that should be included below, please post it on my Guestbook page so that everyone can see it, and I will try to include it.
I will limit the list below to a dozen or so links so the list does not get too long.
Purple Comet: The Purple Comet! Math Meet is a free, on-line, international,
team mathematics competition for middle and high school students conducted annually since 2003.
Mandelbrot math contest for high school students, offering team and individual contests. Brilliant, challenging questions.
Math League: Challenging math contests and materials for students from 4th grade through high school.
MOEMS Math Olympiads for Elementary and Middle Schools. Annual competition for school teams from grades 4-8, the competition includes 5 monthly problem sets of 5 problems.
NIMO: The National Internet Math Olympiad. A new (this year) student-run competition taking place on October 11th run by a handful of the top young math students in the country. Expect great problems.