I missed it the first time around, but this BBC documentary from a short while ago is excellent :

The Joy of Stats (Youtube)

The main reason that this program is so entertaining is the presenter, Hans Rosling. He's a Swedish scientist who seems to be gaining quite a reputation on the net for his engaging talks about statistics and how they can be used to improve the lot of humanity. Quite a few well regarded TED talks for instance.

Statistics is also a discipline very well suited to the use of pretty pictures. It's called data visualisation and you can buy coffee table books about it (David McCandless appears in the program). As the program shows, visualising statistics was surprisingly pioneered by Florence Nightingale. This is well worth the time watching - entertaining even to those that know no statistics!