Games that build mathematical skills:
Cool Math 4 Kids this site has tons of games. It's fun for both kids and adults. Some of the games are really too difficult for first graders, so keep an eye on what they are doing. My suggested games are below:
Subtraction Practice at Internet4classrooms links to lots of good games.
Mr. Anker's Tests
Illuminations these activities are from the National Council of Teachers of Mathematics. This link will take you to the K-2 activities, but activities are available for all grades k-12.
ICT Games this is an English site, so avoid the money section! There are some games and some teaching tools. You will probably need to help your child for a few minutes the first time they play a new game.
Arcademic Skill Builders this website has arcade-like games that practice several skills. The addition and subtraction games are good for first grade. The site seems to default to the multiplication games, so students will have to make sure they check which section they are in. Some of the games are multiplayer, but there is no way for anyone to contact your child. It does ask for players to enter their name. This is a good place to start teaching internet safety because there is no risk: encourage your child to use a nick name or initials only, they can also just use the name the computer assigns.
Sheppardsoftware has lots of math activities for every level. The Early Math section is great for students who need to work on one-to-one in their counting.