New York Times Mapping America: Every City, Every Block Mapping tool for race/ethnicity, income, education, housing and families.
Data.gov part of the open government initiative, it allows the public to easily find, download, and use datasets that are generated and held by the Federal Government
Statistical Abstract of the United States 1878-2012 (also called the National Data Book)
FBI Uniform Crime Reports
NOAA's National Centers for Environmental Information (NCEI)
United States Office of Management and Budget (OMB) Historical Tables - (find out how many times the debt ceiling has been raised (table 7.3), etc.)
Hawaii State Data Center (HSDC) includes the State of Hawaii Data Book, Hawaii Census Data, and Economic Forecasts