Crosswords provide a good way to improve Mathematical vocabulary. There are various resources available online including puzzles to play and software to create your own puzzles.
The MathsGoodies site includes some free interactive crossword puzzles.
A variation on crosswords are crossnums where the clues are all sums, see for example a good selection of Crossums from Teacher Resources on Line (a site developed by the late Frank Tapson, who worked with CIMT which is well worth exploring). This collection includes a blank template so students can create their own puzzles.
Make your own crosswords with excellent free software – Eclipse. The grid shown in the image above was generated by the Eclipse program. Click on the image to download the crossword and solutions as a pdf. The program is very straightforward to use and includes a clear tutorial section. See these posts on reference resources for inspiration for crossword clues. Transum created this interactive crossword with the software from Eclipse. (The crossword is in fact one of the resources on their excellent ‘Starter of the Day‘)
Note that the links to the interactive crosswords have been added to a new page on Mathematics Games.