Europa World : Contains detailed information about countries and international organizations worldwide.
Covers political and economic information in over 250 countries and territories, from Afghanistan to Zimbabwe.
OECD iLibrary (Organisation for Economic Co-operation and Development) : Contains extensive statistical data which can be downloaded into spreadsheets. The database is especially rich in annual economic surveys of member countries, industry reports, and statistical reports.
ProQuest Statistical Insight : Coverage ranges across many topics including income, production, retail and wholesale trade, interest rates, economic indicators, demographics, energy, environmental protection, agriculture and fisheries, crime, medicine, and education.
UN Statistical Yearbook : Easy to navigate Yearbook of country statistics.
For more specific statistics (like education, finance), you can search the UNdata website. It includes links to the online statistical abstracts of most nations.