Scratch - free download, works on all platforms, good for ages 7 and up (should be able to read well). Programming by dragging "blocks" around on the screen. WE LOVE SCRATCH!!
Hopscotch. Basically a scaled-down version of Scratch for the ipad.
Codespells. Here's an article about it. I played this with my 9-year-old daughter. After about 2 hours she was done -- that is, she didn't have the motivation to continue with the challenges on her own. In a classroom or more structured setting, particularly with some competition (or in a pair-programming set-up) I think she would have stuck with it. It's a video game where you have to cast "spells" to accomplish some type of challenge, all of which involve helping these weird little dudes with some aspect of their lives (baking, getting rid of a monster, giving something to a friend, etc.). Of course, the spells are java code! You are given an example spell for your spellbook, then you need to modify it to get it to do what you want. It definitely needs someone familiar with object oriented programming to start kids off but after getting her started my daughter experimented on her own to figure a lot of things out. I found it tricky to figure out what the challenges were though; a better storyline would improve the game. On the whole, though, it's a really neat tool and I strongly recommend it!
Tynker. I haven't tried this yet, so I can't say much about it.
Gamestar Mechanic. Also haven't tried it yet, although it says it is a video game that teaches you how to design and write your own video games. The premise is certainly intriguing...
Enchanting - also free, works on mac and windows. Basically this is Scratch, but modified so you can use it to program your NXT robot.
Processing, or javascript, as taught by the Khan academy - web-based (so you need an internet connection) hands-on tutorials for learning javascript. See what happens as you modify the code. Tons of tutorials. Middle-school and up.
Turtle Logo - download MSW Logo for windows, or this online interpreter seems to be pretty good too. Use the famous logo language to program the "turtle" to move around the screen, drawing (with the pen attached to her tail!) as she goes. Middle-school and up.
Computer Science Unplugged. "Free activities for classroom or home." All ages.
Greenfoot. Java, but much more fun. Middle-school and up.
goldieblox. Engineering for the little ones in your life (pricey, but I love the idea behind it).
projects from high-low tech, as well as some downloadable project sheets on soft circuits. The soft circuits are aimed at middle-school and up, but there are some projects in the first link that might work for younger kids too. These projects mostly involve building circuits using LEDs, conductive thread and/or copper tape, and coin batteries, but there are also some arduino projects in the first link as well.
lightbot. A game where you have to put together a "program" to get your robot to turn on the light.
roboRally. A board game (and apparently if you go to the website you can also play online) where you "program" your robot to get past a series of hazards in your factory.
Getting Girls into IT -- some ideas, links and activities from the geekFeminism wiki.