Update (December 27, 2013): This site has been offline for quite a long time.

Manipula Math with Java is a Japanese website that has an excellent collection of Java applets that can be used for teaching and learning mathematics. There are 279 applet collections divided into the following categories: Middle School, Trigonometry, Vector, Calculus, Complex Numbers and Conics.

The site also contains Java Lessons for Creating Simple Java Applets.