Having just gone through the entire statistics playlist of Khan Academy (about 10 hours of video) in about a week, I think I can offer some data here. I ran a running instance of clojure next to KA, and I wouldn't go on to the next video until I'd replicated what Sal had done in Clojure. This seemed to be extremely helpful, especially because there are no practice problems for the stats videos.
I think a quick-and-easy way to get feedback is essential. For some lessons there are practice problems, but for others, a student who wanted to maximize learning/minute spent watching video would be wise to at least open up Excel or something.
This is an excellent idea and an opportunity to kill two birds with one stone (improving my mathematics and learning clojure have been on the cards for a while now). I'm a professional programmer, but thanks to the over-specialisation of the British education system, only did two years of mathematics in high school. Increasingly in my work I find myself struggling with relatively basic statistics concepts and think it's about time to try to educate myself.
I think a quick-and-easy way to get feedback is essential. For some lessons there are practice problems, but for others, a student who wanted to maximize learning/minute spent watching video would be wise to at least open up Excel or something.