Below I list some useful sites for official statistics on the U.S. economy. Just click on the RED stuff to access the sites.
This is one of the best data sources for just about anything in the U.S. economy.  They will let you sign up for real-time releases of their data reports. Here you can get the official call on the business cycle.
As you might suspect, the  Bureau of Labor Statistics provides data on jobs and unemployment and, as you might not suspect, data on prices and inflation.  Everything is available in both press release and data table formats. The Conference Board puts out a monthly report on LEADING ECONOMIC INDICATORS (Along with CO-INCIDENT and LAGGING INDICATORS) as well as the  closely watched  INDEX OF CONSUMER CONFIDENCE(also monthly).  Use this link to go to their website.

Federal Reserve Board This site provides a range of press releases and dta tables on almost everything related to the state of the American economy.  It is updated on something at least weekly and includes the most recent reports on almost everything, including (ahem) capacity utilization, which is normally in the low 80's in spite of what someone might have mistakenly told you in an economics class some night.

This site includes access to the ECONOMIC COMENTARY I suggested at the beginning of the course.

ORGANIZATION FOR ECONOMIC CO-OPERATION AND DEVELOPMENT (OECD)  This is the group that puts out the data bank we use in the MBA statistics course.  They provide some of the best available data on a wide range of countries, not just the 30 member countries. (30 in the number of members as of 2003DEC01..

These guys will come looking for you