• FRED (Federal Reserve Economic Database) (easily the best)
• For European data: EuroStat
• For Spanish data: INE (Instituto Nacional de Estadisticas)

FRED is far and away the easiest of these to use, and does contain a lot of data on other countries, in addition to large amounts of US data (GeoFRED even does maps for the US and International). For some examples of how to create graphs with FRED see the FRED Blog. Learn FRED: tricks and videos.

Wolfram Alpha is able to interpret your data queries and provide useful results, including maps, graphs, and more. (Example – Real GDP per Capita in Europe, Example – Unemployment in Spain)

If you need some basic panel data, for the US try the PSID, for Spain try the ECV.

Other databases that you may find useful include The World Top Incomes Database, Chartbook of Economic Inequality, LIS (inequality) and The World Bank.