Qiaochu has given a very nice answer, but I wanted to add another large class of examples.
Suppose $G$ is a simply connected closed Lie group, and $H$ is a connected closed Lie group. Suppose $H$ acts on $G$ freely via some action, and suppose further that the rank of $H$ is equal to the rank of $G$. Then the orbit space $G/H$ is a closed, simply connected manifold of positive Euler characteristic.
One way to construct such actions is as follows. Beginning with any $G$ as above, let $H$ be a connected subgroup of $G$ which contains a maximal torus of $G$. Then $H$ acts on $G$ by left multiplication, and this meets all the hypothesis above. This gives rise to the so-called homogeneous spaces.
Another way to construct such actions is to allow $H\subseteq G\times G$. Then $H$ acts on $G$ via $(h_1,h_2)\ast g = h_1 g h_2^{-1}$. When this action is free, this gives rise to the so-called biquotients.
The theorem above doesn't require that $H$ acts on $G$ using the multiplicative structure on $G$, but I don't know of any examples that are not of this type.
The proof of the theorem is as follows. First, the fact that the orbit space under a free action by a compact Lie group is a manifold is well known. So let me focus on showing that the quotient is simply connected and that it has positive Euler characteristic.
Since $H$ acts on $G$ freely, there is a principal $H$-bundle $H\rightarrow G\rightarrow G/H$. The long exact sequence in homotopy groups associated to this ends with $$...\rightarrow\pi_1(H)\rightarrow \pi_1(G)\rightarrow \pi_1(G/H)\rightarrow \pi_0(H)\rightarrow ...$$
By assumption, $\pi_1(G)\cong\pi_0(H)\cong 0$, so it follows that $\pi_1(G/H) = 0$.
Lastly, the fun part. Why does $G/H$ have positive Euler characteristic? Well, all Lie groups have the rational homotopy groups of a product of odd spheres. Specifically, $\pi_{even}(G)\otimes \mathbb{Q} = 0$ and $\dim \pi_{odd}(G)\otimes \mathbb{Q} = \operatorname{rank}(G)$.
From the long exact sequence in rational homotopy groups associated to the bundle $H\rightarrow G\rightarrow G/H$, it follows that $G/H$ is rationally elliptic. Further, from the same exact sequence together it follows that $\dim \pi_{even}(G/H)\otimes \mathbb{Q} = \dim \pi_{odd}(G/H)\otimes\mathbb{Q}$.
For rationally elliptic spaces, this condition on rational homotopy groups forces $\chi(G/H) > 0$. See, for example, Felix, Halperin, and Thomas's book "Rational Homotopy Theory", specifically in Part VI (section 32).