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Wolfram Alpha
http://www.wolframalpha.com
This is a computational knowledge engine that answers all things statistical and mathematical in such varied subjects as chemistry, transportation, culture, finance, weather and sports.

U.S.Census Bureau
http://www.census.gov

Bureau of Economic Analysis
http://www.bea.gov

EIA-Official Energy Statistics from the U.S. Government
http://www.eia.doe.gov/
A website from the Energy Information Administration site provides current and historical statistics on energy production, demand, trade, and prices.

FedStats: Federal Statistics Gateway
http://www.fedstats.gov/
Statistics from over 100 federal agencies.

Historical United States Census Data Browser
http://mapserver.lib.virginia.edu/
The data and terminology presented in the Historical Census Browser are drawn directly from historical volumes of the U.S. Census of Population and Housing.

London Datastore
http://data.london.gov.uk
Greater London Authority data available free to the public.

MISER: Massachusetts Institute for Social and Economic Research
http://www.umass.edu/miser/
Massachusetts-specific statistics.

Population Reference Bureau
http://www.prb.org/
Worldwide demographics.

2010 Statistical Abstract
http://www.census.gov/compendia/statab/
The Statistical Abstract of the United States, published since 1878, is the authoritative and comprehensive summary of statistics on the social, political, and economic organization of the United States.