Zotero, a Firefox add-on, collects, manages, and cites research sources. Zotero allows you to attach PDFs, notes and images to your citations, organize them into collections for different projects, and create bibliographies using Word or Open Office.
Caveat: Zotero is currently only supported in Firefox.
Also, currently very popular is Mendeley.
The APSA (American Political Science Association) Committee on Publications produces a Style Manual that includes guidelines for most types of documents and data.
Note that Endnote and Zotero both support APSA formats. Zotero has the advantage of being able to capture and archive web pages.
Dr. Rob O'Reilly, coordinator of the Electronic Data Center, also has provided some guidelines for the proper citation of data sources. Data sources should be treated like any other reference; authors, titles, publisher, dates, etc, are essential.