Applets
Sampling distribution:
http://onlinestatbook.com/stat_sim/sampling_dist/index.html
Central limit theorem:
http://www.stat.sc.edu/~west/javahtml/CLT.html
Central limit theorem (how to tame wild populations):
http://www.intuitor.com/statistics/CentralLim.html
Normal density curve:
http://bcs.whfreeman.com/ips4e/cat_010/applets/normalcurve.html