Comment by skram

Is there a specific type of data or industry you're interested in? There's a ton of government data floating around, a lot of which is located at http://data.gov/

Some other sites to look into: kaggle.com, http://www.healthmetricsandevaluation.org/ghdx, factual.com, infochimps.com

There's always the classic Netflix recommendation challenge from a few years ago too