Dilemma One of the most infamous problems in elementary probability, and a great discussion starter in your class. The Three Doors Puzzle site has nice graphics and a better explanation of the problem, while the Monty Hall Dilemma page allows students to run repeatedly simulations rapidly and hence determine the probabilities experimentally. Both sites are definitely worth a visit. Mathematical Puzzles, Games and Problems Rec. Puzzles FAQ Archive Rec.
Puzzles is the newsgroup devoted to puzzles.
This site contains hundreds of the best. This is a good place to start. A majorly attempt to list all sources of mathematics problems on the Internet. This site has been designed to assist teachers and students in Problem Solving. Contains a Problem of the Month, and a Challenging Problem of the Month.