If you have a useful address to add or any problem with one of the following links, please send me e-mail.

Econometrics Laboratory Software Arhive from UC Berkeley, Inc.
Resources for Economists on the Internet
Main Fed. Reserve Board with lots of data
St. Louis Fed. Check out FRED.
San Francisco Fed. with regional data.
Bureau of the Census Data Extraction Service
Regional economic data
State & county level variables from the U. of Virginia
The Bureau of Labor Statistics
Data set by Summers and Heston
Listing of statistical resources at the University of Michigan (links to lots of current data)
NetEc, a collection of all sorts of internet resources for economists.
The Economic Report of the President from the University of California
The BCI Data Manager Home Page (access Business Cycle Indicators via Netscape)
EconData from Inforum at the University of Maryland
The Penn World Tables at the University of Toronto
Natural Gas Data
Library of Congress Homepage (with telnet access to catalog)