The one at http://www.mindspring.com/~j.blackstone/dist101.htm is really cool, because it lets you actually hear tones with various amounts of harmonics. You can start with a single tone sine wave, then add in components of whatever harmonics you like to hear the resulting sound.

The other link didn't work for me. So I backtracked to find the host at Pete Millet's Audio Page, http://www.pmillett.addr.com. That looks like an interesting site as well.