I have really gotten into doing Chess puzzles as of late. I found a really nice site with 10,000 chess puzzles all from Grand Master games.
10,000 Chess Puzzles
Here is also 6500+ puzzles, from Tactical Combinations, Best Move puzzles and Endgame Studies in PDF format.
Chess puzzle page with links to 25 Ebooks with thousands of Chess Puzzles for download in PDF format.
Chessopolis Puzzle Link Page - 30 or so links here to different sites with Puzzles, Problems and compositions.
ChessProblems.com - Site with 900+ problems, Forums, ability to sort and add problems.
EcoChess Tactics Page - 1000's of tactics problems from real games. Broken down in difficulty from Beginner to Grandmaster. **(This is a really nice place to practice Tactics)