Frequently Used Statistics:

Try individual subject guides to find more sources.

Countries - CIA World Factbook
Crime - Uniform Crime Reports & Bur. Justice Stats.
Demographics - American Factfinder
Economics - Consumer Prices, Stat-USA
Education - Condition of Education, NCES
Energy - Energy Information Administration
Health - Fastats and Nat'l Center for Health Stats.
Labor - Bureau of Labor Statistics
States - 50 States and Capitols