Data, in this case, specifically refers to downloadable data sets which can be analyzed using statistical software or spreadsheets. There are many more sites for statistics, but those are usually not in formats directly suitable for reanalysis.
There are an increasing number of data portals and sites devoted to helping researchers find and use data. The School of Data has a module on Finding Data as part of their "Data Fundamentals" course.
Try our new data & statistics database, Statista!
Are you an educator looking to add data to your classroom? Want to integrate quantitative analysis into your teaching? Have a look at Teaching with Data, a project from the people at ICPSR, SSDAN, and NSF.
If you don't find what you need in these sources of datasets, you may need to look for statistics instead. Statistics are more likely to be held in reports and other non-manipulatable sources. However, you can try copying and pasting tables from PDFs and other documents into Excel, or try Tabula (at the bottom of the page) for PDFs.
Ask your Subject Librarian for help finding statistics and other sources specific to your topic.
Additional subjects and resources may be found in the following e-book:
APA gives specific advice on citing data sets in APA format: