I build middle school math games for a living. For the past seven years I've developed them in the classroom as semester-long strategy and story-based board games that led to whopping 80% gains on state tests, and now I build them with professional software teams.
Download Drill of Math for National Exam
Junior High School 2011
Games do and can work, but beware:
There's an awful lot on the web, but many are low-budget and you don't want your students to perceive math as cheap.
Before we get started, it's helpful to know how math games are constructed and how they function.
Most math games simply add an animation to a math problem in a way that the two are unrelated. A horse jumps because two numbers were added correctly.
There a lots of this type, and the approach does seem to work for training multiplication tables or other basic functions. Timez Attack sets the stage for having created fascinating 3D worlds and a cute little frog for its character that seems as appealing to girls as boys.
Using conceptually disintegrated games for teaching more complex concepts may have some undesirable effects, and may cause a disconnect between the math concept and its meaning.
For deeper concepts, occasionally a game will pop up where the math concept is used in a context where the visuals makes sense. The author(s) of Math Playground, the #1 of the free web-based sites that have multiple games, have put a lot of thought into their work... where the animations frequently match the concept. Lure of the Labyrinth is a blend between the two approaches, and worth a visit for the interesting game design.
Math Snacks, put out by New Mexico State University, aren't really games, but rather videos you watch. But they are really funny, and they really work, teaching basic concepts such as ratios through exceptionally well written animated "shorts".
To take your students even deeper, look for "story-based math games" where the math concept, story and animation are all seamlessly integrated.