For quick access to general maps and basic facts, try the CIAO database (Columbia International Affairs Online). On the left you'll see a link to "maps/county data." From here you can find basic statistics like a nation's GDP, its military expenditure, death rate, and population. You can also compare the statistics of up to three countries. (All stats from from the CIA World Factbook.)http://www.ciaonet.org/
If you really want to study a nation's statistics in depth, head to NationMaster.com. This constantly updated site takes data from various governments and NGO's (e.g. UN, WHO, OECD) and makes them available in comparable bar graphs, pie charts, and maps. Note that this is a private site with advertisements. A wide variety of likely and unlikely stats, like: working time to buy a car, age at first marriage for women, roller coasters per capita.http://www.nationmaster.com/index.php
Source and definitions are available for each data set. From the homepage to get started, choose "Select Category" under Facts and Statistics. Note that you can generally choose to compare a "total" or a "per capita" statistic. You can also see correlations between statistics, (e.g. the inverse relationship between the number of McDonalds restaurants per capita and the number of couples with children) but remember: correlation does not necessarily mean that one trend causes another.
Human Development Index.
The U.N. pubishes each year a Human Development Index. Rather than traditional economic figures like GNP, it tries to assess the quality of life for a nation using factors like life expectancy, literacy, and education. See Wikipedia's page describing the index's formula and this year's rankings at: http://en.wikipedia.org/wiki/Human_Development_Index
The Happy Planet Index
The Happy Planet Index measures, among other factors, a nation's ecological impact.
"People can live long, happy lives without consuming large amounts of the Earth's resources, a survey suggests. The 178-nation "Happy Planet Index" lists the south Pacific island of Vanuatu as the happiest nation on the planet, while the UK is ranked 108th. The index is based on consumption levels, life expectancy and happiness, rather than national economic wealth measurements such as GDP. The study was compiled by think-tank the New Economics Foundation (Nef)." --from the BBC
The full BBC article is located here: http://news.bbc.co.uk/2/hi/science/nature/5169448.stm
The Happy Planet Index is located here:
GapMinder provides free very cool software to visualize nation statistics.
"...Gapminder, a Stockholm-based non-profit. Their extraordinary interactive graphs help you visualize complex global trends -- like the distribution of poverty, in different regions of the world, over time. The raw statistics would bore you to tears; the web graphs -- dynamic, colorful and clear -- are utterly compelling. They're worth a look -- not only for their particular content -- but for the possibilities presented by this marriage of technology, information and design. --June Cohen, TedBlog, 2005
Available at: http://www.gapminder.org
GDP, GNP, PPP ???
Confused by all the acronyms? This glossary, provided by World Bank, might help you out: