Haver Analytics
This firm provides "the most accurate and timely economic data
available. By using time tested computer programs we are able to
provide most of the time sensitive data within 10-25 minutes of
release. In addition, we do extensive quality assurance checks on
every series before it is made available to clients." In all, they
have 150 databases with data from 550 sources. Besides U.S.
macro data, they also offer data from the "U.S., states, metro areas
and counties, Canada, Europe, Japan, Australia, New Zealand, China
and other emerging markets."
They also offer free analysis and
commentary on recent releases to non-customers.
http://www.haver.com/