I incorporate data use in every class I teach. I like to use FRED because it is easy for students to find and manipulate the data.
As my inspiration, I use materials from Asarta/Butters Principles of Economics textbook specifically designed for the use of FRED for various economics topics.
Here are several ideas for macro and micro topics.
Here is my video presentation "Data Visualization Excites Students in Any Classroom" at #TeachEconference2021, Data Visualization Theme. University College of London and Cornell University, 2021.
I also incorporate data in my work with students on their career choice exploration.