Bureau of Economics Analysis - For convenient one-stop shopping for all your economic data. Gross Domestic Product from the national level down to the local county level. With links to BEA Releases, Publications, and Products.
Bureau of Labor Statistics - The Bureau of Labor Statistics (BLS) is the principal fact-finding agency for the Federal Government in the broad field of labor economics and statistics. The BLS is an independent national statistical agency that collects, processes, analyzes, and disseminates essential statistical data to the American public, the U.S. Congress, other Federal agencies, State and local governments, business, and labor. The BLS also serves as a statistical resource to the Department of Labor.
FedStats - Gateway to Statistics from over 100 Federal Agencies. Links include Bureau of the Census, Environmental Protection Agency, Bureau of Economic Analysis, Internal Revenue Service: Statistics of Income Division, Bureau of Justice Statistics, National Agricultural Statistics Service, Bureau of Labor Statistics, National Center for Education Statistics, Bureau of Transportation Statistics, National Center for Health Statistics, Economic Research Service, National Science Foundation: Science Resource Studies, Energy Information Administration, and the Social Security Administration.
InfoNation - (Excerpt from their site) InfoNation is an easy-to-use, two-step database that allows you to view and compare the most up-to-date statistical data for the Member States of the United Nations.
US Census Bureau - Quite possibly the best site for human statistical information. Inundated with links relating to the numeration questions answered by the general population on the Census Bureau questionnaires. Pertinent information is drawn from these forms such as the total population count for the country, race information, age data, and educational attainment of the population. This information is then disseminated down to the state level. This information is what is used in formulas to find out how much federal money is given yearly to each state. It is then broken down to the county level. After this it is taken down to the city, town, or municipality level. Finally it is broken down to the block and tract level. At every level the information is useful for finding out how many people are in a given area so that it can be used in formulas for funding special projects such as schools being built. Even stop lights being built for neighborhood safety.