Red Dodo: offers free personalised screensavers/animated wallpapers suitable for most popular phones. Quite a snazzy little service, I think.
GetJAR: free applications to add functionality (or just fun!) to your handset.
Lasyk Networks (for Sony Ericsson handsets): software, ringtones, wallpapers, games and more.
Really Slick Screensavers is a collection of particularly nice-looking screensavers for Windows. There are also ports available for Mac OS X and Linux users. My favourite, pictured above, is SolarWinds (apparently no connection to the network monitoring software of the same name).
Unfortunately there seems to be a bug in Ubuntu Linux 5.10 (Breezy Badger) which prevents the Linux port of RSS from functioning correctly (the screensavers don’t appear in XScreensaver), so my Linux box is running Fireflies which is just as nice and also available for Windows and OS X. For Ubuntu users it should be as simple as downloading the Debian package and running sudo dpkg -i fireflies_2.05-1_i386.deb to install.