Economic Releases and Indicators (NBER)
This site is run by the National Bureau of Economic Research (NBER) . It lists more than 100 releases of U.S. economic data and links to the release itself, as well as to archives of previous releases and to the relevant schedule. It is updated on a weekly basis, and one can subscribe to a mailing list that notifies you of new releases of your choice. One must register for this latter service (but it is free).