If you've not yet discovered the Wolfram Demonstrations Project site you're in for a great treat. The site has tons of interactive Math applications that you can run with the free Mathematica Player. In other words, you don't need to own Mathematica to run the demonstration apps.
I find many of the apps to be very interesting. One I particularly like is "Enumerating Pythagorean Triangles." It shows a nice relationship between Phythagorean Triples (positive integers a, b, c such that a^2 + b^2 = c^2) and the unit circle.