The U.S. Census Bureau released their 2008 Statistical Abstract, the National Data Book, not too long ago (um, like in January). There are state rankings and data in 30 categories and many more sub-categories. All this data is in the form of PDFs and Excel spreadsheets, which doesn't lend much to readability, but still, it's nice to have access to all the information.
Maybe FlowingData readers can put together a giant statistical abstract all conveyed through graphics. That would be cool. Above are six data sets that I picked from the billion or so available.