Depends on what type of games you're interested in. There's one I know of called Second Life you can do all types of things in that game, You have to download it from a website.
Search for "Free Online Role playing Game" on your favorite search engine. This obvious step will return a lot of irrelevant hits (bad domains, bad pages), but occasionally, it will spit out a good link to a game that is free.
You might find higher quality games on an actively maintained list such as Wikipedia's List of MMORPGs.
