American Fact Finder
The American FactFinder is an extensive source for census statistics from the U.S. Census Bureau. Users can create data tables from the Decennial Census (2000 and 2010), the American Community Survey (2000-present), and the Economic Census (1997, 2002, 2007, and 2012) and download those tables into spreadsheet files. See http://factfinder2.census.gov/faces/nav/jsf/pages/what_we_provide.xhtml for a list of available data collections.
Economic Policy Uncertainty Index
The Economic Policy Uncertainty Index project attempts to quantity economic uncertainty created by macroeconomic policy by coding media coverage, tax codes, and economic forecasts. The data are available in monthly increments.
Federal Reserve Economic Data (FRED II)
FRED II includes time-series data for variables such as GDP, interest rates, exchange rates, consumer prices, and monetary aggregates, and financial indicators. There also also add-ins available to access and use FRED data in Excel, R, R (again), Stata, and Stata (again). Most of the data are from the 1950's onwards, though some series extend back prior to WWII. Note that each of the district banks within the Federal Reserve system collects data and constructs indices on conditions within its district as well.
Social Explorer provides quick and easy access to current and historical census data and demographic information. Its contents include the entire U.S. Census from 1790 to 2010, annual updates from the American Community Survey, data on religious congregations for the United States for 2009, decennial religious congregation data for 1980-2010, economic data on businesses, crime data, health indicators, and carbon emissions data for 2002. Users can create reports and maps at various levels of geography, including counties, Census tracts, Census block groups, and ZIP codes, depending on data availability. Social Explorer is also available via Databases at Emory.