The RSCB Protein Data Bank has a cool protein visualization site.
Click the "SearchLite" link in the right navigation. Then type in a protein name like "insulin". Click "Explore" for the version you want. Finally, click the "View Structure" link in the left navigation column.
You'll need to have the Cosmo VRML plug-in installed. There's a link on the left of the "View Structure" page to help you download it.