Key Sources of Statistics: International

UNData (formerly the U.N. Common Database) Data collected by the United Nations - a very comprehensive source of comparative international statistics, covering demographics, social issues, finance, governance, trade, etc.

World Bank Data has data covering finance and development, agriculture, demographics, etc. The World Development Indicators are especially useful.

OECD iLibrary has comparative data for OECD countries on government expenditures, health, education systems, population growth, economic output, etc.