Each box of Cheerios (a breakfast cereal) contains a prize. There are 6 different prizes. On average, how many boxes of Cheerios do you need to buy to get all 6 different prizes? This web page is a colourful simulation of the problem.

http://www.mathwire.com/data/CerealApplet.html

A Java applet in which students can change the number of points and the correlation coefficients, as well as add points. They can also show the regression line and the residual plot. Three thumbs up!
http://stat-www.berkeley.edu/~stark/Java/Html/Correlation.htm

These are two excellent interactive sites for exploring correlation.

Exploring Correlation
A flash program. The student can move sliders to change the number of points and the correlation coefficient. Points on the scatterplot can be dragged to see how that affects the correlation coefficient. Three thumbs up!
http://www.bc.edu/research/intasc/library/correlation.shtml

Correlation Demo
A java applet. Students can change the number of points and the correlation coefficients, as well as add points. They can also plot the regression line and the residual plot. Three thumbs up!
http://stat-www.berkeley.edu/~stark/Java/Html/Correlation.htm

Six points are shown along with a line that passes near them. The applet shows the square of the residual of each point as well as the sum of the squares. Your task is to change the gradient and y-intercept of the line to minimise the sum of the squares. Three thumbs up!

http://www.dynamicgeometry.com/JavaSketchpad/Gallery/Other_Explorations_...

(1) Confidence intervals on the mean are generated for simulated experiments. The confidence level and sample size can be altered. Note that the website currently doesn't work with Netscape/Mozilla 4.0 or higher.
http://www.ruf.rice.edu/~lane/stat_sim/index.html

(2) This applet simulates finding confidence intervals for the mean of a normal random variable. A sample of size 20 is generated from a standard normal random variable.
http://www.math.csusb.edu/faculty/stanton/m262/confidence_means/confiden...

(3) This applet is similar to (2) above, except it repeats the process a chosen number of times
http://socr.ucla.edu/htmls/exp/Confidence_Interval_Experiment.html

And here are some notes/instructions for this applet
http://wiki.stat.ucla.edu/socr/index.php/SOCR_EduMaterials_Activities_Co...

This applet estimates and plots the sampling distribution of various statistics. You specify the population distribution, sample size, and statistic. An animated sample from the population is shown and the statistic is plotted. This can be repeated to estimate the sampling distribution.

http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html

Add some points to the scatterplot. The applet will calculate the correlation coefficient and the sum of squares. You can also choose to show the least-squares regression line and the x-mean and y-mean lines. Very instructive!

http://bcs.whfreeman.com/yates2e/pages/bcs-main.asp?v=category&s=00020&n...

This applet teaches students in a very dramatic way how changing the "bin width" of a histogram can dramatically alter the shape of the histogram. Lesson: you should graph your data with a number of different bin widths and choose the one that you feel best represents the data.

http://www.stat.sc.edu/~west/javahtml/Histogram.html

Here are two versions of Completing the Square - a web page from NCTM and an ActivStudio flipchart.

Completing the Square web page
http://illuminations.nctm.org/ActivityDetail.aspx?ID=132

Completing the Square flipchart

An on-line slide rule. Brings back memories....
http://www.syssrc.com/html/museum/html/sims/javaslide/

Click on the title above to download the slide rule in an Activstudio flipchart.