The Statistical Abstract of the United States is the single best data source for beginning a search. Published by the U.S. Census Bureau, it is an annual compilation of data on a wide variety of topics. Most data has been collected by U.S. government agencies but it also includes authoritative data from other sources as well as core data on other countries and international comparison tables. The Statistical Abstract is extensively footnoted and so it may be used to identify more detailed sources of information or to learn who collects the statistics of interest. Unfortunately the U.S. Census Bureau has decided to terminate its production, so the 2012 edition will be the last.
Provides statistics from more than 100 government agencies. Can do topical searches or search by specific agency.
Links to Statistics
Here you can do more topical or geographical searching.
Links to Statistical Agencies
Here you can search by federal agencies with statistical programs, or do a subject search across all of them.