Here's a good, clean set of free games for every age level, including preschool. While the content is limited, you can't argue with the price, and several games support math and logic thinking.
LEGO Junkbot (www.lego.com)
Nicely designed free logic game gives preschoolers the challenge of stacking LEGOS in such a way so that a robot can make it across the screen.
Early Childhood: Where Learning Begins
This site features an online booklet from the U.S. Department of Education designed to help children ENJOY math opportunities (such as a visit to the grocery store) with their parents.
National Council of Teachers of Mathematics Math Standards for Young Children
Check the directory of articles about recent research on children's math learning, including this link for Standards for Grades Pre-K-2:
Early Childhood Mathematics: Promoting Good Beginnings
This is the NAEYC's position statement on Early Childhood Mathematics.