The next best place to start is the National Climate Data Center (NCDC), a major data repository for climate data in the U.S.

You can get yearly and monthly averages, search for data at particular locations, as well as get Global and U.S. Annual Climate reports. Data is sorted by method collected (i.e. weather balloon, marine and ocean, satellite, radar, etc.). My preference is to use the "Quick Links" feature to access data by category.
If you're looking for more specific regional datasets in the United States the best place to start is the NOAA Regional Climate Centers web site.

There are six total regions in the U.S. and this resource is more likely to have specific data than the NCDC.
Alternatively, if you're looking specifically at water data (groundwater, aquifers, etc.) try the U.S. Geological Service's (USGS) National Water Information System (NWIS).

This web site allows you to search for datasets by data type, update time, state/territory, altitude and numerous other criteria.You can also narrow your search to groundwater, water quality, surface water, or water use.
If your climate or weather data needs are Northfield specific, try the Carleton College Weather Database.

Includes temperature, heat index, wind chill, barometric pressure, rainfall, wind speed, humidity and wind chill. Plot any variable by minute, month or year.

Collection of earth science datasets from participating international and national organizations. Find data sets in categories from climate and weather to polar data.

The Data Catalog was developed by the Climate Group at Lamont-Doherty Earth Observatory. The data library helps you find data and work with it. The interface allows you to make plots, tables, and files from any dataset.

Compilation of climate data. Datasets contain variables from temperature to CO2 emissions.

Data repository for the Japanese Antarctic Research Expedition as well as data for the international polar year 2007-2008.

The GES DISC is home to the data archive of NASA Precipitation and Hydrology, as well as Atmospheric Composition and Dynamics remote sensing data and information. The site also houses the North American Land Data Assimilation System (NLDAS) and Global Land Data Assimilation System (GLDAS) data products.

The site provides access to oceanographic and atmospheric datasets. The datasets include Atlantic Expendable Bathythermograph, Global Lagrangian Drifting Buoy, Hurricane Flight Level, and Atlantic Hurricane Tracks (North Atlantic Best Track and Synoptic). Other available datasets include Pacific Conductivitiy/Temperature/Depth Recorder (CTD) and World Ocean Atlas 1998.

A reference list of nationally funded data systems that relate to environmental public health.

Catalog of publicly available agricultural data from the USDA.

Publicly available DOE datasets searchable by topic and keyword. Includes data on energy use, availability, and impact.

USFS interactive climate data including sections on drought, vulnerability, adaptation, and more.

National and regional climate and weather data organized by topic and region.

U.S. Geological Survey data on natural disasters, climate change, water and more.

Searchable catalog of EPA datasets on climate change and its impacts.

Up to date data on threatened/endangered species (plant and animal) in the U.S.

Downloadable datasets mapping U.S. wetlands.

EPA evaluations on all bodies of water in the U.S.

Up to date monthly and annual energy statistics with time series. Includes energy production, consumption, and trade; energy prices; emissions, and data on energy sources.

Maps illustrating American climate change beliefs, risk perceptions, and policy support across the country.

The United Nations Environmental Programme's data explorer lets you create graphs and maps and download data.

International, country-level statistics over time on environmental topics, such as air quality, biodiversity, environmental policy, and water use.

Past climate change data and future projections from the Intergovernmental Panel on Climate Change

Satellite data for indicators of pollution, emissions, and climate change.

International data on food security, land use, and other agricultural topics.

An autonomous intergovernmental organization that collects data and works to promote clean energy for its 29 member countries and beyond.

Mapping and tracking drought worldwide.

Data on glaciers, permafrost, snow and more.

Image data on daily and monthly total ozone.