Census fact sheets for any city or zip code. Also the American Community Survey offers social characteristics data on cities over 20,000.
Consumer Expenditure Survey
Household expenditures for food, housing, utilities, apparel, transportation, insurance, medical services, personal care, entertainment, education, and contributions as gathered by the U.S. Bureau of Labor Statistics.
County Business Patterns
Economic Census information searchable by place. The result is a count of establishments, employees, and payroll figures arranged by NAICS.
OFFSTATS: Official Statistics on the Web
This site provides links to global organizations with "freely and easily accessible" current statistical data . Arrangement is by country, region and topic. Statistical sources cover vital statistics, industries, trade, economics, labor, energy, tourism, health, crime, education, social indicators, and more.
Statistical Abstract of the U.S.
The single best handbook for data on American production, prices, population, resources, trade, technology, income, spending and saving.