Statistics and data can be essential information for your research. Some statistics and data can be found in government documents. Other places to look are archives, special collections (can be in universities or museums), and non-profit organizations.
To ensure that the data you are looking is authentic and reliable, you will also need to evaluate the source providing the information.
ICPSR provides data access and methods of analysis for a diverse and expanding social science research community. The recorded webinars and tutorials at the ICPSR YouTube Channel (http://www.youtube.com/user/icpsrweb) cover a variety of topics including finding what you want on the ICPSR site, analyzing ICPSR data online, creating setup files for SPSS, as well as debugging SAS, SPSS, and Stata code.