Bureau of Labor Statistics.  This is a government agency responsible for collecting and releasing many key economic statistics, including the unemployment rate and consumer price index.

Bureau of Economic Analysis.  This is the government agency responsible for GDP statistics, including the National Income and Product Accounts (NIPA).

U.S. Census Bureau.  Provides data of the U.S. distribution of income.

Current Population Survey.  A monthly survey, performed jointly by the Bureau of Labor Statistics and the U.S. Census Bureau.

White House Statistical Briefing Room.  Newly released economic statistics, such as the unemployment rate, are listed here.  If you would like to enter the White House from the front door, click here.

Smart Money.  This is the Wall Street Journal's free magazine site.  This is one of many places to get financial news information.  Their map of the market under Tools is particularly interesting.

The Economist.  This, in my opinion, is the best weekly magazine on economics.  It is published in England.  Very important to get opinions outside of the United States sometimes.