General

American FactFinder
Online portal for U.S. Census data. You can find much more than simple population counts, including information on housing, income, education, language, and economic activity, and sort for data on the local, state, and national levels.

Fedstats
Fedstats is the most comprehensive guide to statistics collected by any U.S. government agency. It can be tough to navigate if you’re not sure what you’re looking for, but it’s the most complete overview.

Illinois Statistics.
This directory is maintained by the University of Illinois.

Statistical Abstract of the United States (Ref HA202 2014)
Available online or in print, the Statistical Abstract distills the most useful statistics collected by the federal government on topics including population, health, education, crime, the economy, government, and the environment. If you’re not sure where to look, start here.

Business & Economics

Bureau of Labor Statistics
Includes statistics on employment, prices and living conditions (e.g the Consumer Price Index), productivity, and more.

Bureau of Transportation Statistics
Information on trade, travel, and freight by air, land, and sea. Includes statistics related to the economy and energy consumption.

Google Finance
Get stock quotes and other market data.

Nexis Uni (formerly known as Lexis Nexis Academic Universe)
Nexis Uni™ features more than 15,000 news, business and legal sources from LexisNexis—including U.S. Supreme Court decisions dating back to 1790—with an intuitive interface that offers quick discovery across all content types, personalization features such as Alerts and saved searches and a collaborative workspace with shared folders and annotated documents.

Crime

Bureau of Justice Statistics
Information on crime, law enforcement, courts, and corrections.

FBI Uniform Crime Reports
The top source for statistics on crime.

Sourcebook of Criminal Justice Statistics
An easy-to-navigate source of statistics arranged by topic, maintained by the University at Albany.

Current Events

Pew Research Center
Pew is a non-partisan, highly respected research institute that polls, surveys, and demographic research on almost any important topic, from internet use to religion to politics to the economy.

Education

Digest of Education Statistics
The most important overview of U.S. Education statistics from the National Center of Education Statistics. Browse figures and tables of statistical data. On the NCES webpage you can also find additional data sets and search tools.

Illinois Board of Higher Education
Collects educational statistics specific to higher ed in the state of Illinois.

Illinois State Board of Education
Comprehensive guide to Illinois education statistics, arranged by topic.

Health

Center for Disease Control
Statistics on diseases and contributing factors from the CDC.

National Center for Health Statistics 
Vast array of information on health, medicine, vital statistics, immunizations, and longitudinal studies.

National Library of Medicine
The key source for comprehensive, publicly available medical information.

History

Historical Statistics of the United States
Historical statistics on population, the economy, and government, from 1800 to the 1990s.

International

CIA Fact Book
The best source for concise, detailed information about any country.

International Monetary Fund: International Financial Statistics
For both international and domestic financial on exchange rates, interest rates, inflation, and banking.

United Nations Statistics
An excellent source for global statistics regarding such areas as social conditions, population and demographics, economic factors, the environment, industry, trade, etc.

World Bank
More international economic data, including World Development Indicators.

Even more statistical resources

Looking for even more sources of statistical information? Check out this comprehensive guide from Vanderbilt University.