Data.gov, a new website launched by the Obama administration and consists of three searchable catalogs: raw data. tools and geodata.These initial datasets, which were nominated by Federal Executive Agencies are ones that have a high degree of consensus around definitions, are in formats that are readily usable, include the availability of metadata, and provide support for machine-to-machine data transfer. Data can be accessed in XML, Text/CSV, KML/KMZ, Feeds, XLS, or ESRI Shapefile formats

Handy compilation of links to statistics collected by over a 100 federal agencies

Population and Economy

Employment and Unemployment