Previews, the monthly catalog/magazine from Diamond Comics Distributors, has a new contest each month featuring comic-related prizes, sometimes including toys and similar collectibles. (The entry form is a .pdf file that you'll need to print out and mail in.)

Hasbro's promotions page lists several contests (along with various sales of interest).

MGA Entertainment has a monthly contest for Bratz dolls.

McFarlane Toys usually has several contests going at the same time - some are on their message boards, but they are all listed on their central page for contests.

Sideshow Collectibles usually has several contests running, scroll down and look for the "contests" link in the left column.

The Outer Reaches has a new toy contest every month, enter by identifying their "movie quote of the week" - name the movie the quote is from (and get a bonus entry for naming the character who said it). Reach their contest page by clicking on the "monthly contest" link in the black bar near the top of their site.

KidRobot.com often has contests for members of their mailing list. You need to sign up for the list to enter the contest.

MillionairePlayboy.com often has contests for action figures and other toys, as well as the occasional DVD or bit of cool swag.

Action Figure Times often has a few contests running: check out ToyGodd's column, the Captain Collector's Superhero Squadron, and Import Theater with ???man for details, because any contests will be mentioned there.

Don't forget to look at their Toy Lotto section as well, they have new prizes each month.

If you REALLY have lots of free time, visit Online-Sweepstakes.com - they have a gazillion contests listed there, sorted in all sorts of ways to help you find just the right one to enter.

More pages with lots of contests to enter, although the prizes are not usually toys or action figures:

• Maxim - It is probably best to enter these contests at home rather than at work.
• Sony Pictures - contests which tie in to new Sony films
• UGO - often movie-related