The Guardian newspaper has for a few years been running a data blog and has built up a massive repository of (often) well-curated datasets on a huge number of topics. They even have an indexed list of all data sets they've put together or reused in their articles.

It's a great repository of interesting data for exploratory analysis, and there's a low barrier to entry in terms of getting the data into a useful form. Here's an example using UK election polling data collected over the last thirty years.