STAT-USA
Click the link above and look in the the left hand side for the State of the Nation. Find current releases and general economic data like GDP, manufacturing info, housing starts, cpi, and money supply. Includes files to download.

Another good source for US data is FRED - Economic Data from the St Louis Federal Reserve.

World Development Indicators
Source: World Bank.
Easy to use for annual data back to 1960. Start by choosing a country, and then the data series. To search, follow the boxes from left to right. Includes population, education, environmental, and economic indicators.

International Financial Statistics
Source: International Monetary Fund. Search by country, then retrieve data points by checking the boxes next to the variable. Choose annual, quarterly, or monthly data. Download the data into Excel. 

Euromonitor GMID
Excellent source for international and US economic and consumer data. Compare countries over a twenty year span. Includes some forecast data. Easy to download into Excel. Consumer lifestyle and market reports available for many countries.