Free Data Sets

Bureau of Labor Statistics
The Centers for Disease Control and Prevention maintains a database on cause of death. The data can be segmented in almost every way imaginable: age, race, year, and so on.
U.S. government data, this site acts as a portal to all sorts of amazing information on everything from climate to crime.
Search for datasets across over 1000 different major data centers and repositories including ICPSR, Harvard Dataverse, Data-Planet, etc.
One key differentiator of is the tools they have built to make working with data easier - you can write SQL queries within their interface to explore data and join multiple data sets. They also have SDK's for R an python to make it easier to acquire and work with data in your tool of choice.
FBI Crime Data
Pew Research Center Datasets

World Health Organization - Data and Statistics