Switched On Kids
A really good site written especially for children which looks at sources of electricity and, electrical safety round the home. There are worksheets and activities. It works well on an interactive whiteboard.
Wired
Wired is a free atmospheric puzzle-platform game where you must wire up electrical circuits to get through. The circuits become increasingly complex as new concepts are introduced and various components have to be used together.
Circuit Construction Kit
Put together a circuit and test a switch and different items to see if they complete the circuit.