The CHANCE web page

The Probability Web
Lots of links, mailing lists, discussion groups and generic information

Virtual Laboratories in Probability and Statistics
Interactive, web-based modules for simple experiments in probability and statistics.

A Server on the Theory and Practice of Random Number Generation
Random Number Generators

Random Number Generators
A tutorial on random number generation issues

StatLib---Datasets Archive
Carnegie Mellon's data set archive

Matlab's archive of user contributed m-files
It contains (mostly) routines for random number generators and statistical tests