This applet simulates experimentally collecting a single sample (from a population whose distribution is shown) and displaying summary statistics for that sample. The thin vertical lines that appear via animation signify the individual values in the sample, and a blue line is drawn to indicated the sample mean. The applet optionally allows the user to repeat the experiment, collecting a set of sample means and showing a slowly evolving histogram to illustrate the theoretical mean and spread of the sample distribution.
Since this applet only generates one sample (and hence one sample mean) at a time, it would take a while to form a meaningful histogram at this rate. Therefore, you may want to check out the applet, Visualizing the Distribution of Sample Means, which allows this same process to be done with 100 samples at a time.