Economagic: Economics Time Series Page
http://www.economagic.com/
A comprehensive collection of freely available economic data on the web.

Dismal Scientist
http://www.dismal.com/
This site offers economic data and analysis geared towards small business owners and students—in other words, people who want to use economics but aren't economists themselves. A very rich site.

Statistical Resources on the Web (University of Michigan)
http://www.lib.umich.edu/govdocs/stats.html
Rich collection of links to data, with annotations.

St. Louis Federal Reserve Economic Data (FRED)
http://www.stls.frb.org/fred/
This is one of the most comprehensive collections of freely available economic data on the web.

European Economic Data
http://www.economics.ltsn.ac.uk/links/data_free.htm

CNET
http://www.cnet.com

International Economics Gateway
http://altaplana.com/gate.html

First Call
http://www.firstcall.com

IFORUM
http://www.inform.umd.edu/EdRes/Topic