Below are useful economic data set websites
This website has economic data for US and other countries across the world, from 100s of different sources.
This website provides economic data and economic indicators for almost all the countries in the world.
World Bank has an Open Data initiative as part of which you get access to global development data for different countries in the world.
You can search by continent, region, type of economic data, etc.
This website has statistical data on OECD member countries and some non-member countries also.
From economic projections to science & technology development, there's a lot of statistical data in this website.
This website contains economic and general financial data for all of Euro area.