Learning by video
There are some nice online videos available on various aspects of statistics and mathematics that might be helpful to students trying to learn about new areas.
A search on YouTube will lead to a few fairly basic videos.
A better place to go is YouTube EDU which contains material from universities.
Something similar is offered at iTunesU
But the best stuff is on Academic Earth. For example,
These are all excellent full lecture courses from some of the top US universities (Berkeley, Harvard, MIT, Princeton, Stanford, UCLA, Yale).
If anyone knows of some other good sources, please share them in the comments.