And the prize for the best online information system (category: supranational body; subcategory: open access) goes to...
The UN Food and Agricultural Organization World Agricultural Information Centre.
WAICENT has tonnes of information and data across countries and time, it is easy to find, and simple to use from what I can see. WAICENT is available at http://www.fao.org/waicent/
The UN and its affiliates are good for providing information. The core statistics department at http://unstats.un.org/unsd/default.htm is helpful for broad information on most macroeconomic-type things. The UN International Labor Organization http://laborsta.ilo.org/ is a source of information unlikely to be consolidated elsewhere but which is needed surprisingly often, like unemployment rates in developing countries.
The US Government websites used to be a good source of information for things like energy statistics, but I don't use them much nowadays. Students use the CIA World Factbook occasionally in their essays, so I hope that the authors don't distort the presentation and choice of data for propaganda reasons (more than is inevitable). It is a global public service, so thanks and please keep it that way, or outsource the writing to a less politically pressurised body. Like they are going to listen to this European!
The EU website and Eurostat are great for European information, but when I last looked didn't have a comparable global range.