U.S. Census Bureau
The Census Bureau is the premier data-gathering organization on the population of the U.S., as well as for many other measures (such as voting and registration). For fairly easy access to demographic data:
U.S. Federal Reserve System
Eight times each year the Federal Reserve informally surveys economic conditions in each of the Fed districts and publishes those findings in its Beige Book (formally titled Survey of Commentary on Current Economic Conditions).
U.S. Bureau of Labor Statistics
The BLS is a major source of employment, economic, and labor data. The Economy at a Glance site is a great gateway to state and metropolitan area data on employment, prices, etc.