The Bureau of Labor Statistics (BLS) is one of the three primary U.S. economic data providers. The links below illustrate the major types of data available.
The primary official U.S. macroeconomic indicators available at this site include the following:
Monthly & Annual Retail Trade | Manufacturers’ Shipments, Inventories, and Orders | Construction Put in Place | Gross Domestic Product | Manufacturers' Shipments, Inventories, and Orders | Manufacturing and Trade: Inventories and Sales | Monthly Wholesale Trade | New Residential Construction | New Residential Sales | Personal Income and Outlays | U.S. International Trade in Goods and Services | Balance of Payments (U.S. International Transactions)
Each page will have the press release accompanying that month's release, along with links to detailed data tables for each time series.
The Bureau of Economic Analysis (BEA) is a primary provider of economic data, including official estimates of GDP, personal income, trade deficits, home of the National Income & Product Accounts, and publisher of the Survey of Current Business.