This header plots the critical line of the Riemann Zeta Function.  A complete understanding wins a $1,000,000 prize.
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The Mandelbrot Set and other Fractals.

The CoolMath site has many thumbnails of nice fractal images, along with links to some of the better fractal programs.

A display of all the fractals that FRACTINT can make has been made by Brad Johnson, along with descriptions of how each fractal works.

At Spanky, you can get the FRACTINT program.  This is a very nice, very complete page... expect to bookmark this site.

The JAVA Gallery of Interactive Geometry contain several more Java applets for fractals.