Attack Points and Clean Sweep: The first half provides intensive practice on navigating from an on-trail attack point to an off-trail control, and the second half uses those skills and team strategy to check in at all the controls. (We did this at Boojum Rock.)
Anchor Stream: Teams split up to visit controls, getting points for being the first team to each control (collect first-there streamer). Meet at intermediate locations waiting for all teammates, to strategize the next leg.
Pop-Up Controls: Teams race to controls and leave streamers at each one. The last team to each control collects all the streamers.
Satellite-O: Clues at controls are circles; intersect the circles to find the secret controls.
Catan-O: Collect and trade resources. Build settlements and upgrade to cities.
Corridor-O: Only a small portion of the map along a corridor is shown; check off features and use your compass to stay within the corridor!
Rabbit and Foxes: The rabbit gets a head start and leaves maps along the way for the foxes to follow. Foxes split up based on navigational level and meet up to exchange maps.
Network Protection: The attacking team visits a series of controls. The defending team protects the controls by blocking paths and forcing teams to split up and go around to get to the controls and rescue their blocked teammates.
Quidditch-O: Chasers, Keepers and Beaters play Network Protection while the Snitch and Seekers play Rabbit and Foxes.
O-training.net: exercises sorted by type (concentration, contours, distance estimation, flow, attack points, compass, map contact, map memory, etc.!) An excellent resource.
The Canadian orienteering federation has a great set of training exercises.
Go4orienteering - can be done with or without electronic timing