1. The circles appear to be progressively lighter as you move to the right - but they're actually all the same shade of gray! (If you're not convinced, punch some holes in a piece of paper and place it over the picture to mask the background). Your brain tends to exaggerate the contrast between the circles and the background, so that the same circle appears darker against a light background, and lighter against a dark background.
2. Do you see the gray spots where the white lines cross? What happens when you look directly at them? Another demonstration of a contrast illusion.
3. The "wagon wheel illusion". The shape superimposed on the wheel is actually a perfect square, but it appears trapezoidal. Why? Probably because the converging "spokes" of the wheel provide strong depth cues.
4. Looking at this figure, you probably have a distinct impression of seeing a square. Now, cover up the "Pac Men" at two opposite corners of the square. What happens? This illusion shows that your brain performs pattern completion, and perceives complete objects, even when parts are missing.