Micro/Macro Economic Data.
Bureau of Labor Statistics (BLS). 
Bureau of Economic Analysis (DOC BEA). 
Economagic
Handy Princeton Links
M3 reconstructed!
Inflation Adjustments to 1790 or so (Sahr's site)
US Economy at a glance  (BLS)
Federal Reserve Data
FDIC Reports $35B 2004 reserves!
PBGC Reports $-23B 2005 deficit!
SIPC Reports $1B 2004 reserves!
Shadow Government Statistics Analysis Behind and Beyond Government Economic Reporting
2000 Census Data
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Market Data.
OSU Data Finder Some bad links but helpful
TRACE, commodities, etc.
DJ Credit Suisse HF Indices
Sovereign Debt CDS
ABX, TABX, CDS Indices
Index Data - Some require registration
WRDS: CRSP, Compustat, IBES, ThompsonReuters, TRACE, TAQ, etc.
Dow Jones | Login | Total Return (9/30/87)
Standard & Poors (S&P) | Login Includes equal weight | Total Return (2007) | Index Alert® Subscriber [another] login for [some] historicals
Russell Indexes (1+2=3) | Return calculator
YHOO Finance | GOOG Finance
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http://www.russell.com/indexes/data/calculator/index_calculator.asp
Life/Health Statistics.
CDC National Center for Health Statistics
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