Most statistics come from government agencies, and information produced by the U.S. government is free. It can also usually be found online. Here are some good sources for statistical information.
Statistical Abstract of the United States
Published since 1878, this is the authoritative and comprehensive summary of statistics on the social, political, and economic organization of the United States.
Bureau of Justice Statistics
Statistics about crime, courts, imprisonment, and law enforcement.
Bureau of Labor Statistics
Includes the most up-to-date information about wages, unemployment, the consumer price index, and more. Quick tables make popular data easy to find.
National Center for Educational Statistics
Information about schools, teachers, salaries, test scores, literacy, etc.
The World Bank Open Data Initiative recently made seven databases of international statistics available for free online. These include: