http://www.un.org/esa/desa/desaNews/v12n03/pubs.html#UNdata
The DESA Statistics Division has just launched a new internet-based
data service for the global user community. It brings UN statistical
databases within easy reach of users through a single entry point.
Users can search and down load a variety of statistical resources of
the UN system.
http://data.un.org/
Might be a nice addition to the usual source of data, the CIA World Fact Book.