One of the most difficult concepts for students to grasp is that of a P-value.  The video below was recorded in my Introductory Statistics class at Joliet Junior College.   To introduce my students to P-values, I simulate drawing many (5000) samples from a population built based on the statement in the null hypothesis (this is called the null model).   From the simulation, students determine the relative frequency with which a sample statistic as extreme or more extreme is observed (based on selecting from a population that assumes the proportion of individuals in the population that have the characteristic is some value).

We then compare the simulated result to the P-value obtained from the normal model.

Finally, we increase the sample size to see the role sample size plays in the standard error, P-value, and ability to reject the statement in the null hypothesis.

Following this approach will increase your students conceptual understanding of P-values.  I have other suggestions for simulations in the Activity Workbook that accompanies all the texts in the Sullivan Statistics series.