This government site allows the 2000 census data of socioeconomic and demographic variables to be searched by geographic location, zip code, national and state totals, and metropolitan statistical areas.
The homepage of the US Census bureau is a portal to a wide range of demographic databases offering information on population, household activity and consumer spending.
The BLS keeps and provides statistics on employment and unemployment and compensation among other topics. They also publish the excellent Occupational Outlook Handbook, which summarizes working conditions, pay, and training required for a wide range of occupations
Easy to use website from the US Census Bureau. Provides comparative data for each state and county for 33 categories divided into three groups: Population, Business & Geography.