Data Sites

The Bureau of Labor Statistics:
Many data sets on topics like unemployment and consumer price index are included. The most requested series section is easy to use.

Census Bureau: 
You've probably heard of this organization.

The Center for International Health Information
Here is lots of data concerning infant mortality, fertility rates, etc., including some time series data.

City and County Data Book
There are some good data sets for scatterplots and correlation here, based on the 1990 census. Each data set lists two variables for each U.S. city of over 200,000 people. For example, median temperature and annual participation are listed, as are poverty rates and housing built 1939 or earlier.

CPTA data sets:
This small collection of small data sets is intended for teaching topics in precalculus or elementary statistics. Scatterplots are included.

Data and Story Library (DASL):
These data sets are intended for teaching and conveniently categorized by statistics topic and by context area.

Exploring Data Datasets:
This is a more selective collection of small data sets intended for teaching and categorized by educational topic and context area. These data sets are available as tab deliminated text files or as Excel spreadsheets.

The Federal Reserve Bank of Saint Louis
There's loads of economic data here. The left column is usually time, usually in months or quarter years.

Population:
You can get population estimates and projections for any country in the world here.