NMMAPS data set
(daily mortality, air pollution, and weather data originally assembled
as part of the National Mortality, Morbidity, and Air Pollution Study).
In the form of an R package(!)
Statistics NZ's CURF site
($2000 license + $200/year).
An on-line version of
The Data Analysis BriefBook
: "a condensed handbook, or an extended glossary, written in encyclopedic format, covering subjects in statistics, computing, analysis, and related fields.".
HyperStat: A
very comprehensive set of discussions of a very wide range
of statistical topics in a pretty good level of detail.
Plus lots of other links.
Frank Harrell's page
of regression resources and links.
Robert Wolfe's Home Page
with lots of links to pdf files explaining statistical topics.
High-school-level
Q&A on general mathematical (including a couple of statistical) topics.
A site
which helps you decide what statistical test to use (!)
A free chapter
from Intuitive Biostatistics all about choosing the right sort of
statistical test (has a little bit about Fisher's exact vs Chi-square too).