This site is run by Ted Bos, of the University of Alabama at Birmingham. It is a one-stop-shop for a variety of time series data: "This page is meant to be a comprehensive site of free, easily available economic time series data useful for economic research, in particular economic forecasting." In all, over 200,000 time series are available. Users can build charts of the series on-line without the need to download the data and using their own charting software. Data comes from a variety of sources: the Federal Reserve Bank of St. Louis' FRED database, other Federal Reserve Banks, Business Cycle Indicators (some 250 time series that behave consistently over the business cycle, but which has not been updated in several years), the BLS's employment and unemployment data, the BEA's national accounts data, and retail sales and building permits data from Census. There is even tax collection data from the IRS. Perhaps the most interesting presentation of data is via movies of the yield curve and state unemployment rates over time.
While basic data is free, a variety of subscription plans offer advanced features.