Behavioral Risk Factor Surveillance System (BRFSS)
The BRFSS was established by the Centers for Disease Control to provide data on personal behaviors that present health risks (e.g. alcohol and tobacco consumption, exercise patterns, dietary issues). The site provides both time-series data at the national and state levels for various categories of "behavioral risk" and also microdata files from which the national and state estimates are produced.
Health Indicators Warehouse
The Heath Indicators Warehouse was a very useful catalog of of data on a variety of health-related topics such as maternal health, mortality, risk behaviors, and health infrastructure, with data available at national, state, and/or county levels depending on the indicator. The site is no longer available, but you can access its list of data sources and its lists of indicators via the Internet Archive.
National Center for Health Statistics (NCHS)
The NCHS, which is part of the CDC, contains much data on various health indicators at both national and state levels. The Data Warehouse may be of particular interest, as it provides access to public-use microdata from surveys such as the National Health Interview Survey. The National Vital Statistics System may also be of interest for data and historical reports on births, deaths, and marriages.
Social Science Electronic Data Library (SSEDL)
The Social Science Electronic Data Library is an archive of over 300 datasets covering a variety of topic areas, including Adolescent Pregnancy, Aging, AIDS/STD's, the American Family, Disability in the US, and Maternal Drug Abuse. The archive is well-indexed and allows variable-level searches. This resource is also available via Databases at Emory. Many of the older studies are also available on CD-ROM's in the Data Center.