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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.

Art of Problem Solving:  The best site for math content for the advanced student in grades 6-12.

Cut The Knot:  Interactive math problems and puzzles accompanied by illustrations and applets.

Wolfram Mathworld:  Searchable Math Encyclopedia.  Anything you could possibly ever want to know about anything math related.

Math Teachers' Circle:  Some wonderful lessons available in PDF format.  Great for competition preparation.

Math Drills:  Problems adapted from MathCounts for practice.  Other drills here.

State NC Math Contest:  Algebra, Geometry,  Algebra II, and Comprehensive subject area competitions.
Recent Published Tests

The Alabama State High School Math Competition:  The best high school math contests I have found.  Brilliant advanced high school math problems.

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.

Maryland High School Math Competition:  Another well-written high-school math exam.

Bergen County Math Competition:  Problems and solutions for students in grades 4 through 8.