Eli, 

in the directory SST/iri you will find the data for the temperature
anomalies. it's a binary file. They can download it from the iri data
libraries web site, they will maybe find something better than this
data set.  

The matlab file f77read.m helps to read any binary file
when you know the size of your data. 

f77write.m is in case you have bunch of data and you want to write it
into a binary file (they won't have to use it)


For the temperature as a function of depth, I've used the tao website
to donwload the data, but it's not good at all., so I did not put it
here. You should be nice to your next students and tell them to use
the gui of tao and not download the real data and play with it

For wind stress, same story than above, they should use to gui of tao,
there is no way to use the data they give you

let me know if you need more stuff.
Good luck, Laure