This website runs Java. Firefox might be best. 10 minutes with this site and your students WILL understand correlation.
This source lists tools by statistical topics.
Click on "downloadable suite".
Data is pre-loaded for a textbook. But you can click on Edit and insert your own.
This is an awesome site. You need to get a free instructor's account.
This site has awesome data sets pre-loaded. Very real world. Very applicable.
Casio Education Guides (including stats)