Here are links to some comprehensive statistical sites, mostly from the U.S. government:
Here is a link to a comprehensive site covering everything you ever wanted to know about U.S. Census data.
ProQuest Statistical Data Sets
Provides data visualization for more than 500 datasets from government and private industry, both domestic and international. Emphasis is in 20th century U.S. economic data and includes diverse subjects such as health, politics, demographics, social services and environmental data. Time spans vary by topic. Charting, plotting and mapping options available. Export data into MS Excel, XML, PDF, or into shape files for GIS.