Data.gov is leading the way in democratizing public sector data and driving innovation. The data is being surfaced from many locations making the Government data stores available to researchers to perform their own analysis. Developers are finding good uses for the datasets, providing interesting and useful applications that allow for new views and public analysis. This is a work in progress, but this movement is spreading to cities, states, and other countries.
For instance, type in the word migration, and you'll get 2007-2008 State-to-State AND County-to-county Migration Inflow AND Outflow, along with the source of that data, which is the IRS.
Enter the term business and find Business Employment Dynamics, Licenses and Permits Search, and Loans Search.