Fedstats
This is a source for statistics from the federal government. Statistics are listed alphabetically. Also agencies and their key statistics are also listed. There are statistics about states in a section called Mapstats. There is a reference shelf with online versions of the Statistical Abstracts of the United States and other publications. There is a search option but it seems to be a fairly basic one.

Statistical Links from the University of Michigan
A collection of statistical links from the University of Michigan in over twenty categories including weather, demographics, politics, education, health, and economics.
Some resources are limited to Michigan students but not many.

Census Bureau
This page has a wealth of statistical information including historical data and some data from "the 2000 Census. The page is well laid out. There is information about the 1930 Census on this page including where to find a copy of it.
There are some detailed sections on minority populations such asAfrican Americans , Native American/Alaska Native Population, and Asian/Pacific Islander Population.

Social Science Data Center
This is an extensive collection of social science links with detailed descriptions of the pages linked to in some cases. The archive section could be very helpful too. It includes some links about foreign data.