Some excellent data from the government:

Federal government budgets & projections + select analytical papers on national policy:  Congressional Budget Office

National income accounts data, including data on industries, prices, output, etc.:  Bureau of Economic Analysis

Population, poverty, income distribution: Census Bureau

Country studies with macroeconomic data:  State Government

Country studies via the library of congress done by top US academic scholars:  Library of Congress  

Excellent research papers, with good abstracts. Papers can be downloaded only at a cost:  National Bureau of Economic Research

Access to Council of Economic Advisors data  

A source of (historical) statistical data for the US including international trade:
   University of Michigan

Excellent source for research on the economic crises in Asia during recent years:  NYU