It's very important to have transparency when it comes to charities. Make sure to use http://www.charitynavigator.org/
to verify an organization before giving..
Kiva is an interesting one. It specialises in microfinance, and recycles your money through one loan after another. https://www.kiva.org
Here - http://www.cgdev.org/blog/kiva-not-quite-what-it-seems
is one of a group of blog posts critiquing both Kiva and, incidentally, the 'sponsor a child' (etc) programmes of other aid organisations. It's well worth the time if you have the interest. If not, relax - Kiva is indeed doing good things, and that's almost all you need to know.
And MSF is another good one. Red Cross, too, especially for emergency response efforts.