A number of government agencies, research institutes, and universities make their data available to the public on-line. This page is designed to expose you to the available avenues for accessing on-line data for economic research and social science research more broadly.
Here are some other resources that you can check out:
Google Fusion Table
Tableau comes with some downloadable data sets that you can use to familiarize yourself with the program [Sample Data Sets].
You can also find more data sets in the Interactive Data Sets page of this guide.