Some Blogs
Law, Legislation, and Lunacy: a blog I've occasionally updated for several years, usually about economics.
See the Invisible Hand: a blog I maintain with Alex Tabarrok as a teaching companion for his and Tyler Cowen's textbook, Modern Principles.
Marginal Revolution: an economics blog with Tyler Cowen and Alex Tabarrok.
The Conscience of a Liberal: Paul Kruman's economics blog, often about trade and macroeconomics.
Freakonomics: An entertaining economics blog by Steven D. Levitt and Stephen J. Dunber.
Grasping Reality with Both Hands: Brad DeLong's blog, usually about macroeconomics.
EconLog: an economics blog maintained by Bryan Caplan and David Henderson.
Economist's View: Mark Thoma's economics blog, usually about macroeconomics.
Overcoming Bias: Robin Hanson's blog, usually about how our brains fool us.
Aid Watch: Bill Easterly's blog, focusing on economic development.
Thinking on the Margin: my friend Brian Hollar's economics blog.
Eli Dourado: the unimaginatively named economics blog by my friend Eli Dourado.

Videos and Podcasts
EconTalk: Interviews with economists (usually) about a wide range of topics. Includes several Nobel laureates.
JimBobJenkins: William Spaniel teaches game theory from the ground up in a YouTube series.

Some Data
NBER: Macro, industry, trade, patent, hospital and demographic data (US).
World Bank: Data from all over the world on education, economic policy, health, etc.
HFS: Historical Financial Statistics, aiming to date back to 1492. Lots of unique data sets.
G-Econ: Geographically based (longitude and latitude) economic data and incudes data from all over the world.