This guide provides information about locating datasets for use in the social sciences (with a bit about data in the humanities and big data in STEM fields). It also has resources on using datasets (including in teaching) and associated issues.
"IPUMS-USA is a project dedicated to collecting and distributing United States census data. Its goals are to: Collect and preserve data and documentation; Harmonize data; Disseminate the data absolutely free!"
"The National Historical Geographic Information System (NHGIS) provides, free of charge, aggregate census data and GIS-compatible boundary files for the United States between 1790 and 2011."