Worth a quick mention: Dr. Pardis Sabeti, a media-savvy computational geneticist at Harvard, has teamed up with the Annenberg Foundation, to create a new introduction to statistics. In 32 nicely-produced videos, Against All Odds: Inside Statistics guides "viewers through the wide range of statistical applications used by scientists, business owners, and even Shakespeare scholars, in their work and daily lives." It's all about "real people working on real problems."
The series starts with What Is Statistics?. And then, along the way, the course covers topics like Standard Deviation, Correlation, Samples and Surveys, Introduction to Probability, Random Variables and more. The clip above comes from the unit called Checking Assumption of Normality. And do note that each video module is complemented by a Student Guide and Faculty Guide specific to the unit.