Baseball (or all sports for that matter) statistics are all over the place. You can easily find data for pretty much whatever sport and for whichever player you want at any given time. The problem is that if you want to download all of the data at once, you usually have to write a script and do some parsing. Who wants to do that? I don't.
That's why the Baseball Databank makes baseball data very easy to download in both CSV or MySQL format.
The Baseball Databank (BDB) is dedicated to creating and maintaining a
comprehensive record of all baseball statistical data in a form that makes them useful for researchers and product developers. This databank, once it is fully normalized and proofed, will be the standard source for those professionals creating new data products. By providing this data to the public in a free and open format, the BDB hopes to encourage the development of third-party applications, including web sites, standalone query tools, games and simulations. Or perhaps something completely different. The ultimate purpose is to extend our understanding of the game of baseball.
The best part is the type of data they have. It's not just batting averages and pitching ERA. They've also got awards, managers, salaries, fielding, schools, and others. Plus it all looks up to date (even though it looks like the page aesthetics haven't been updated since it's launch date). I always hate it when I stumble across a seemingly large database that only has like one week of data some time in 1986. The BDB, of course, is not one of those instances.