FreeLunch.com

This site is part of the Moody's Economy.com web site. As its name implies, it offer data at no charge (though one has to register). At last count, they claimed more than 100,000 different economic and financial time series. One can either use their search facility or move through their directory to find data. Their major headings are

Consumer Markets

Demographics

Flow of Funds

GDP

Government

Income & Earnings

Industry

International Trade

Labor markets

Money, Credit & Interest rates

Prices

Real Estate

Society

Stock Markets & Foreign Currency

Charts of the selected data can be generated, and the data can be downloaded in spreadsheet format. They have a shopping basket that holds multiple series.

http://www.economy.com/freelunch/