A new Economics metasite has come to my attention called Eco5.com. What’s the significance of the name? Beats me, they don’t explain it on their about page.
Nevertheless, this site is packed with links to free statistics and data, with a particular strength historical data. The main page focuses on career resources, so follow the research portal link to find the goods. Sources of historical economic and financial data are organized into several topical and geographical categories. On the other sections of the site, find links to working papers, news archives, glossaries, annual reports, libraries, and corporate data (i.e. non-free) sources. This site has very little annotation, so it is better for folks who are already familiar with the sources, or who are willing to explore new sources grouped by category.
Annotation updated 5/10/06 to reflect site reorganization.