Fed by the Fed
Federal Web sites can out-shovel anyone when it comes to free data, but they often lack interface niceties. Still, for certain kinds of statistics, there's no better place to poke around. FedStats is a gateway to stats from federal agencies. Just pick a subject (Environment, say), and a list of relevant agencies, from EPA to NASA, pops up. Click the Key Statistics link to get quick hits on notable studies. You could also turn to the Social Law Library's State Law Page for a comprehensive and current list (organized by state) of links to state agencies, courts, and laws.
Frugal Ben Says: FedStats is very convenient when you are starting some research.
Scouting the Web
Web newsletters appeared minutes after the Web debuted. One of the first and best is The Scout Report, a weekly digest of useful sites with an academic bent. (Specialized spin-offs are devoted to physics, life sciences, and math/engineering/technology.) A typical 20-item report might reveal new figures from the Bureau of Labor Statistics, an archive on the free speech movement, a cool online collection of sheet music, and a special focus on a topic in the news.
Frugal Ben Says: Worth subscribing to. See Scout Report Archives for sample newsletters.