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UNData Keyword searchable database over over 50 million records from the United Nations and its agencies. Includes demographic, economic, education, health, environmental, agricultural, and technology indicators.
FEDSTATS Agencies Page Links to US federal agencies represented on the Interagency Council on Statistical Policy.
Google Public Data Explorer A Google Labs project--still in the development stage--"“makes large datasets easy to explore, visualize and communicate. As the charts and maps animate over time, the changes in the world become easier to understand.”
NationMaster.com This free site compiles data from prominent international statistics sources like the CIA, UN and others and presents them graphically to allow easy comparisons of countries.