PBSKids.org has quite a few games for your children to play online for free. My kids have been playing these games for quite a while and I have recently come to find out that "PBS KIDS online games and content help boost math and learning skills in preschoolers, helping them prepare for kindergarten. The study examined improvements in preschool children’s math knowledge and skills by studying families’ use of online games and at-home activities on the PBS KIDS Lab site". To read more on this study please go here.
Disclosure: I received no compensation for this post.