I like www.firstinmath.com. It is a fee based site (and no I do not work for them). There is a free 30 day trial for educators. Check out the website and perhaps you will like it too. It is good for perhaps 2nd grade through algegbra...
You may visit my blog http://mykhmsmathclass.blogspot.com . There you will find many mathematics activities andproject ideas. In students corner , one student has done a project of finding prime numbers by sieve's method.Student's corner link is on LHS in labels.
Be in touch!
How about some of the Open Source programs like Tux of Math Command. It's Math Academy starts with recognizing numbers and moves through addition, subtraction, multiplication, division, then addition, subtraction multiplication and division of negative integers. Pretty much covers basic math skills from Kindergarten to middle school.
Best part all of this is free.