There are a lot of great online multiplication games out there! But so far of all we've tried, this one, Timez Attack, is my son's favorite; he couldn't wait to show his dad last night. Seriously, how many educational games have their own trailer?
Big bonus: it actually teaches the facts, too--it's not just review. It starts with a pretest to gather the facts your child knows (which for my first grader, wasn't many), and then in the game, has them collect giant snails to throw at a door to skip count to the right answer that opens the door. Cool.
Note: This game is a lot like a video game, so it's cool graphics and soundtrack take a long time to load and especially cache (at least 15 minutes). You may want to install it the night before. One of my computers had too high of security settings to allow it to download.