Bureau of Economic Analysis (U.S. Dept of Commerce) 
Economic statistics, which provide a comprehensive, up-to-date picture of the U.S. economy

Statistics from Annual Survey of Manufactures, Building Permits, County Business Patterns, Census Tract Street Locator,  International Trade Data, Occupation by Race and Sex, USA Counties Data.

Census Bureau
See Census 2000 Gateway , and American Factfinder for statistical data from the 2000 census on for data on towns, cities, counties, and states. See Census Bureau Economic Programs for: national and subnational economic data, sector-specific data, and some monthly and quarterly data.  Includes Annual Survey of Manufacturers, Building Permits, County Business Patterns, international trade data, and much more

Economic and population trends, health care costs, aviation safety, foreign trade, energy use, farm production, and more.

ICPSR maintains and provides access to a vast archive of social science data for research and instruction. In addition, ICPSR hosts a number of topical archives, including the Health and Medical Care Archive (HMCA), the International Archive of Education Data (IAED), the National Archive of Computerized Data on Aging (NACDA), the National Archive of Criminal Justice Data (NACJD), the Substance Abuse & Mental Health Data Archive (SAMHDA), and the Child Care and Early Education Research Connections (CCEERC).
Numerous statistics culled from the CIA World Factbook, UN, World Health Organization, World Bank, UNESCO, etc. The two main ways to search are by the Statistics or Countries A-Z tabs at the top of the page. Statistics are grouped into about 30 major categories. The Facts and Statistics search tool allows users to more precisely identify data and compare statistics. Statistics can be explored and graphed using the site's correlation tool. Historical and current maps of the world can be printed or imported into documents. Free website access.

Occupational Outlook Handbook
Describes what workers do on the job, working conditions, training and education needed, earnings, and expected job prospects in a wide range of occupations. 

WDI Online (World Development Indicators)
Comprehensive view of the world economy for more than 200 countries.