While Wolfram's Mathworld is great, I've found the Wikipedia Math Portal to be the best of all.
Despite the common criticisms that "anyone can edit Wikipedia", the mathematics portal, at least, has never lead me astray, and most of the articles are written in a much more pedagogical style than those on Mathworld.
Also, it's frequently helpful to look at the discussion sections that live "behind" each page, where professionals and others who have an interest in mathematics discuss how to make each article as good as possible. To get there, click the "discussion" tab at the top of each page.
http://en.wikipedia.org/wiki/Portal:Mathematics