Here are some data sets I poached from someone else’s blog.
Government data in various flavors
Drone strikes in Pakistan
Price of marijuana
Drug use: who uses what and how often
Here’s something healthier: food nutrition information courtesy USDA
More detailed information on food courtesy Canada
Historical traffic data
Traffic data by state
Home energy use in U.S.
Pew surveys on global attitudes over time
Mental health by ethnicity
Global health data
H1-B visas: who gets ’em?
Oh, and Google has a search engine just for databases.