If I recall correctly, mine seemed to like watching Walter Lewin's MIT video lectures, Bill Nye the Science Guy episodes, a bunch of recent Blockbusters on DVD, and Jeff Dunham's act.
More seriously, one thing I remember that that got student's attention in high school pretty quickly was cool and/or surprising experimental results shown to them. My chemistry teacher got everybody excited by performing a precipitation reaction for us, because seeing liquids combine and result in some dust forming and falling down to the bottom of the beaker with our own eyes was awesome. When watching Lewin's videos, nothing got more praise than his dramatic demonstration of the conservation of mechanical energy (the drama was important; my physics professor in university did the same thing, but didn't get nearly as much of a reaction because he didn't play it up like it could be his last lecture, despite doing the demonstration live). And people in my psychology class were very fond of both the selective attention test / awareness test videos and a practical demonstration of the sunk cost fallacy (he had 4 of us bid on a dollar bill with the highest 2 results paying but only the highest result getting the dollar; needless to say, both top bidders ended up losing money).
Ars Technica are holding a competition for people to make a science video up to 3 minutes long "to explain a scientific concept in terms that a high school science class would not only understand, but actually be interested in watching". Prizes in three categories: biology, physics, and mathematics. Deadline is December 25. More details here.
Anyone want to have a go at Bayes' theorem? Cognitive bias? Defeating death? Invisible purple dragons?