Eight years ago I taught Rice's undergraduate Statistical and Thermal Physics course, and now after teaching the honors intro physics class for a while, I'm returning to it. I posted about the course here, and I still feel the same - the subject matter is intellectually very deep, and it's the third example in the undergraduate curriculum (after electricity&magnetism and quantum mechanics) where students really need to pick up a different way of thinking about the world, a formalism that can seem far removed from their daily experience.
One aspect of the course, the classical thermodynamic potentials and how one goes back and forth between them, nearly always comes across as obscure and quasi-magical the first (or second) time students are exposed to it. Since the last time I taught the course, a nice expository article about why the math works has appeared in the American Journal of Physics (arxiv version).
Any readers have insights/suggestions on other nice, recent pedagogical resources for statistical and thermal physics?