I have been trying to compile a list of websites to allow the kids to use through parental control on Windows.  In addition to our favorites I found a great list of sites at http://www.christiankidstop100.com/

I also like www.factmonster.com for an online encyclopedia.  Googling is just too dangerous for many questions.

To set up parental control in Windows go HERE for instructions.  I have set up a user account for the kids that restricts them to only specific websites approved by me, and it even blocks out some of the advertising for sites that are not allowed.  There are various levels of safety available.  I am comfortable with the strictest right now.