Well, there's an open-ended question! When I was a professor, my primary mantra was "math is not a spectator sport." I would try to do whatever I could to involve the students and enable them to "own" the material, rather than just watching me write equations on the board. When I teach stats, I always start with data and pose a problem to prevent the "why should I care" questions.

Who else out there teaches? What are your tips for making statistics fun and interesting?