Valve is giving away the Portal 2 soundtrack on the Portal website. You should go get it, for science. Portal 2 Soundtrack
An ebook, Think Stats: Probability and Statistics for Programmers, teaches statistics through hands on programming oriented exercises. You can find a data set used in the book here.
Microsoft Research just released Sho, a marriage of .NET and Python. I would try it out, but I need to upgrade before I can run it.