This depends on the type of data you are trying to retrieve. Ask us for suggestions that will work best with your project needs. A few suggested starting points are below:
Workspace has historical, downloadable data on commodities, currencies, country funds, equities, indices, macroeconomic data, and more for countries worldwide.
Historical corporate financial statement data is available in many databases. Worldscope and Compustat (available via WRDS) provide company financials.
Demographic or business census data is largely available at the U.S. Census web site.
Economic statistics can be downloaded from CEIC, EIU.com and a number of other databases.
Market research data can be gathered in spreadsheet format from SimplyAnalytics, Statista, and other sources.