The Perseus Project is an ambitious online classics library built and maintained by Tufts university. One can find in this library, the major works of many of the ancient Greek and Roman philosophers, playwrights, poets, mathematicians and orators. Also in the library are works that are slightly more modern, like Shakespeare, Marlowe, etc. The interactive Elements of Euclid is very neat here. However, I do have one criticism... both the site's layout and translations used to be better when it used the Harvard Loeb collection. But this site is a great boon to preserving ancient knowledge in the information age.

The Perseus Project: http://www.perseus.tufts.edu/