Roget's II - The New Thesaurus
Contains 35,000 synonyms, succinct word definitions and a hyperlinked category index.

WWWebster Thesaurus
Searchable online thesaurus from Merriam-Webster.

Wordsmyth
A dictionary and thesaurus in one. Also gives parts of speech and examples for more than 50,000 words.

Mathematical Thesaurus
Defines mathematical words and concepts, and indicates the links between them.

Roget's International Thesaurus of English Words and Phrases
85,000 hyperlinked cross-references, plus proverbs and quotations from classic and modern authors.

Phrase Finder
Enter a single word and it will return a list of phrases and sayings that are related to the word in some way.

Thesaurus.com
Searchable online version of Roget's Thesaurus of English words and phrases.