In mathematics, it seems more true than in any other field that you only get out of it what you put into it. Most math sites that I've encountered either simplify too much, or are generally only useful for reference. Application of the material is (almost always) an absolute requirement to build an understanding of it.

Late nobel laureate Richard Feynman mentioned a very good series on mathematics that was written by J. E. Thompson. I think he was around 12 years old when he read it, but it's more rigorous than the material high schools and first-year university classes cover. It supposedly helped him "master" calculus. The series explains fundamental theory very well, goes to lengths to avoid simplification until said theory is understood, provides exercises, and deals with some advanced applications and approaches. Anyway, the titles of the series are:

Arithmetic for the Practical Man
Algebra for the Practical Man
Geometry for the Practical Man
Trigonometry for the Practical Man
Calculus for the Practical Man

I can't think of any web sites that cover the basics nearly as well as those books. Also, they were specifically written to be used for self-studies.

"Stephen Wolfram is the creator of Mathematica and is widely regarded as the most important innovator in scientific and technical computing today." - Stephen Wolfram