Below are a few applets I've written in R. I hope you find they work in every browser/operating system / computer combination.
An applet illustrating the relationship between the sample mean and the sample median for various sample sizes, population shapes, and locations of an outlier.
An applet that enables users to guess the correlation of randomized data and to explore the effect of sample size and outliers on correlation.
An applet illustrating sampling distributions of the mean, median, and sample proportion for various population shapes and sample sizes.
An applet illustrating the relationship between power, alpha, beta, and sample size.