Data.gov
Best single location for most government statistics; it aggregates at the location level, not the spreadsheet level, in most cases.
Congress.gov
Congress.gov is the official source for federal legislative information. It replaces the nearly 20-year-old THOMAS.gov, and currently includes all data sets available on THOMAS.gov except nominations, treaties and communications.
World Factbook
US government profiles of countries and territories around the world. Information on geography, people, government, transportation, economy, communications, and so on.