This web page points to sites that provide Java applets. A Java applet is a program that runs over the web. They allow you to enter data or to move sliders that alter characteristics of their canned data. An applet might show how a distribution changes as you change its skew, or it might show how the scatterplot of two variables as you increase or decrease the correlation between the variables. I am only putting a few links here, but you can find more by going to Google and entering "java applets statistics."
A very good set of applets for generating simulations can be found at David Lane's site at Rice. David has been writing applets for some time, and is very good at it.
John Kane, at Oswego, has provided a great set of statistical calculators. These allow you to calculate, for example, the exact probability of a value of t greater than or equal to the value you obtained with your test.
There is an excellent site that is really an online statistics course. It is aimed at a somewhat lower level than my course, but it has some first rate stuff. It is free, although at a quick glance it might look as if you have to pay for it. I don't know the authors, but I wish I did so that I could credit them. SurfStat is on a site run by the University of Newcastle in Australia.