Can add that *everything* is like that! ie. exhibits waves-particle duality. E.g., light waves <-> photons. Trevor you can do the double slit experiment using a laser pointer and a home made double slit (e.g., score an overexposed negative). Well you can produce an interference pattern at least. Observing which slit each photon goes through might be a little tricky.
Re the act of observing changing the outcome: it's not as mysterious as it may seem at first. To observe it you need to illuminate it, i.e. fire a photon at it (or some other particle which will also exhibit the same wave-particle duality btw). The more precisely you want to locate it the more energetic a particle you need to fire at it, so the more you'll perturb the motion in an inherently unpredictable way -> Heisenberg uncertainty principle. The mechanics of this process is well understood, ie we have precise mathematical description of what's going on and how, how the observer will muck up the outcome etc, but that takes nothing away from the weirdness of it all.