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Data Sets and Statistics (University of Pennsylvania)
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Annotated guide to free and licensed data sets for a broad range of science and social science topics
Especially good for area studies, such as Africa or Latin America
Data.Gov
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Pan-government web site for microdata (raw, uncalculated data) produced by the major statistical-producing agencies
Searchable by keyword and/or category, agency, and file type (xml, csv, kml/kmz, esri, and other)
As of June 2009, this is a fledgling web site with 204 data files, primarily from the Environmental Protection Agency and Internal Revenue Service; expansion expected
Frequently Used Sites Related to U.S. Federal Government Information: Statistics (Vanderbilt)
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Extensive listing of federal government statistics in 20 categories
Internet Crossroads in Social Science Data (University of Wisconsin)
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Over 825 extensively annotated links to databases, data sets, data archives and statistical reports on the web
Arranged by subject and searchable by keyword
Covers population, elections, labor, philantrophy, migration, public opinion, health, agriculture
Especially good at identifying foreign data sets and less-known institutional products
StatLink
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Online guide to teaching statistical methodology, including theory, probably theory, linear regression, time series analysis, et al
Includes notes on teaching social, medical, economic, and environmental statistics
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