This is the U.S. Census Bureau's main portal to demographic and economic data, including the Decennial Census, Economic Census, American Community Survey and more.
The Statistical Abstract is a compendium of U.S. government statistics made available at this site as downloadable tables.
DATA.Gov is a search engine for "machine-readable" datasets collected across all federal executive agencies. It provides access to compiled data and raw datsets.
The Bureau of Labor Statistics tracks the Consumer Price Index (CPI); labor and employment statistics (unemployment); and wages, including occupational information.