Bureau of Economic Analysis (BEA)
The BEA is an excellent source for macroeconomic data, with a focus on national accounts - GDP and its components such as income, consumption, investment, and government expenditure. It also provides much data on employment and compensation by industry. Data are available at the national, state, and local levels, in annual, quarterly and (in some cases) monthly increments. Some industry-level data and balance-of-payments data are also available. See http://www.bea.gov/itable/ for direct access to the data.
Bureau of Labor Statistics (BLS)
The BLS contains much data on employment, wages, and prices, at both the national and sub-national levels. See http://www.bls.gov/bls/proghome.htm for a topical breakdown of the BLS' data holdings, and see http://www.bls.gov/guide/geography/ for a summary of data availability by level of geography. Be warned that the website is not always easy to navigate.
Pew Center on the States
The Pew Center on the States conducts research on a variety of topics that confront state and local governments, including work on the "clearn energy economy".
Polling the Nations
This website allows you to search a large database of results from surveys and opinion polls conducted throughout the world. The geographic scope of the database is global, and the topical coverage is very wide-ranging and includes subjects such as global warming and environmental conditions.
U.S. Census Bureau
The Census Bureau gathers a dizzying amount of social, demographic, and economic information about the United States through various means. The Subject Index is a good starting point for browsing and searching through the Bureau's wealth of information.