Statistics on the Web provides mountains of information about statistics, including educational resources, statistics courses and textbooks on the web, and lots of other useful links.
SPSS Inc. has a home page that lists various items of useful information.
Journal of Statistics Education has an excellent home page, with links to data sets from articles in the journal.
David Howell’s Statistical Home Page contains statistical data related to his texts (Statistical Methods for Psychology and Fundamental Statistics for the Behavioral Sciences) but useful to anyone wanting to analyse data.
Reading Statistics and Research is a web site to accompany Schuyler "Sky" Huck’s book by that name.
Question Bank: Social Surveys Online contains vast numbers of mainly US data sets from surveys listed in the main survey page in alphabetical order. You can get an overview of any of the surveys, often including the history of the survey, the main methods used to collect the data, and a list of topics covered. There are also links to the main source for that survey, usually the Office for National Statistics or the National Centre for Social Research.
Economic and Social Data Service (ESDS) is a resource centre that acquires, disseminates, preserves, and promotes the largest collection of digital data in the social sciences and humanities in the United Kingdom. Its primary aim is to support secondary use of quantitative and qualitative data for research and learning.
Emory School of Public Health has a page listing online biostatistics.
The Data and Story Library (DASL, pronounced dazzle) contains much data in text (ASCII) format arranged by topics and statistical methods.