This example is a little out of my wheel house, but I'm putting it up here for those of you who teach more advanced UG stats or grad stats. I have never taught Principle Component Analysis. But Anh Le, PhD candidate at Duke, provides a detailed description of PCA in R AND does so using data that your advanced undergraduate/graduate students will enjoy: Pokemon.
So, Le downloaded data for each of the 151 Pokemon (individual stats for the strengths and weakness of each Pokemon, and provided a link so that you can download the data as well). He even included the code he used to create his PCA via R AND he does a nice job talking the reader through his process and what the findings mean.
At 37, I didn't realize how much my traditionally-aged college students love Pokemon. Pokemon came up in my undergraduate I/O class three years ago, and I was shocked by how much nostalgia my then-20 year old students felt for the franchise. I think that it is certainly experiencing a revival now and this example would really catch (haha) students' attention.