STATS America is a data portal where visitors can get demographic, workforce, housing, and other data for every state, county, and metro area in the United States. The site is jointly sponsored by the US Commerce Department and Indiana University.
The Library of the University of Arkansas has a very impressive collection of international and US geodata repository links - mostly geospatial data and attributes. I'll be poking around in here for hours, I think! A wide variety of topics and well-organized to boot.