The White House provides two seperate statistical gateways into the most current releases, the Economic Statistics Briefing Room and the Social Statistics Briefing Room. Each room presents the latest information in a specific area with an easy trail to the agency that provided the data.
The Federal Interagency Council on Statistical Policy provides a full range of statistics and information produced by Federal agencies for public use. You can search for statistics from 40 different Federal agencies, browse a list of subject areas from A to Z , or view a list of Federal statistical sites. FEDSTATS even has information down to the county level. Try using this map of New York to access what is available.