Azzalini and Bowman’s Old Faithful geyser data provides fodder for a lot of data exploration in R (scatterplots, ggplot2, simple regression, kmeans clustering, and Markov chain estimation). All the really interesting stuff in the tutorial happens if you click through to Analysis > Models > Standardized Cluster Model. (The standardized clustering approach is not given in the original paper.)
The Home for Wayward Statisticians 