The best way to increase one's vocabulary is to read voraciously. But if you have a particular set of words you want to learn (perhaps with an eye on increasing your verbal score on college entrance exams) these fives sites make fun out of learning words commonly found on the SAT, ACT and GRE.
"Good." "Right." "Yes" "Great!" These five Sheppard quizzes offer encouraging spoken feedback. Two of the games draw from a vocabulary of 720 commonly-tested SAT/GRE words. Each round consists of twenty select-the-definition questions, so you can play over and over again, with very little repetition. The three non-SAT games are an expert-level vocab game (with words like "opprobrium" and "eldritch"), and quizzes on computer and medical terminology.
Vocabulary University presents eleven puzzles using many of the one-hundred most-frequently tested SAT words. This first page has three puzzles; you'll find links to the rest of them just below the Submit Query button. Each question gives you the root of the answer, and many questions include synonym and antonym hints. After playing, try composing a short story using all words from one of the puzzles. Use the Post-my-Story link near the bottom of the page to submit your story for possible publication.