The Census Bureau is the premier data-gathering organization
on the population of the U.S. and the recent 2000 Decennial Census of Population provides current information
on many subjects.
State & County QuickFacts offers basic population and business data for each state. (This data includes estimates more recent than the 2000 census of population.)
If you want to delve more deeply into what the Census Bureau can offer, you can use their American FactFinder or their Subjects Index.
The Census Bureau also provides data by Congressional districts. (Choose the "State/District" options.)
The Census Bureau also publishes the annual Statistical Abstract of the United States, almost certainly the single most convenient statistical resource published these days. Look for the Index option and find the "State Data" listing, which directs you to pertinent tables. There also is a useful, although not comprehensive, State Rankings compilation.
Please note that the Statistical Abstract always lets you know the original source of data, so you may find additional and/or more up-to-date information by going to the original source.
The BLS is a major source of employment, economic, and labor data. For example, their Local Area Unemployment Statistics program offers data on regional, state, and metropolitan area unemployment.
The Fed's duties include the conduct of the Federal Government's monetary policy.
As part of that duty, eight times each year the Fed informally surveys economic conditions in each of the Fed districts and publishes those findings in its Survey of Commentary on Current Economic Conditions, commonly known as the Beige Book. While not state-by-state data, the information is very useful as a fairly current description of regional conditions.