I've been a fan of GeoGebra since I saw a demonstration of it by Markus Hohenwarter as MSRI last year. It's a free (open-source), cross-platform (Java-based), dynamical geometry and algebra application.

The nice part about being java-based is you can export your GeoGebra worksheets to html with embedded java applets. And then with a bit of parameter munging you can upload them to your blog. The embedded applet can be as function as the application itself (a nice advantage to being free; it can't be stolen so there's no barrier to making it completely available).

The nice part about being open-source is that people can contribute to it as much as they want. Now in the works is a tool to export a GeoGebra worksheet to PGF/TikZ, so you can put them in your LaTeX documents.