Data on population, education, crime, health, etc. broken out into counties and cities with 25,000+ population. his is similar to the Statistical Abstract except that it covers much less.
FRED is a database of over 3000 U.S. economic time series. Some data available from FRED are inflation, interest rates, exchange rates, and lots of other macroeconomic data.
NBER has macroeconomic and demographic data in addition to information on business cycles and other data.
Data on population, education, crime, health, etc. broken out into states and the 300+ Metropolitan Areas. This is similar to the Statistical Abstract except that it covers much less.
This has all sorts of information from the Census Bureau--crime, poverty, population, health, etc. The data is mostly for the whole U.S., but some is broken out by state. An index allows you to easily find what you're looking for. Below is a list which includes the Statistal Abstract's main page and links to pages with downloadable PDF's on them.
The Census Bureau has a large range of data and useful ways to make queries to find what you want.