I think ultramarina's question is a good one. The Central Limit Theorem doesn't say that the empirical distribution will be normal. It says that with a large enough N, the distribution of the sample means will be approximate a normal distribution around the population mean. It is about determining whether your sample is representative of the population, not that the empirical data itself is normally distributed.
I just knew someone was going to call me on that - I almost went back and edited the remark out after I made it. You are right, of course. I allowed accuracy to suffer for the sake of a good line.
