Yield Curve: Latest treasury yield curve.
Econbrowser:  Analysis of current economic conditions and policy.
Edward Yardeni: All kinds of information available here from the popular economist.
Grandfather Economic Report: Collection of easy-to-understand picture reports on the US economy.
Free Lunch: A comprehensive source of economic data. Fast, Simple, and Free!
Dismal Scientist: Latest economic trends and reports. 
Stock Charts Market Map Graphically see outperforming sector, country, or industry indices.
Bureau of Labor Statistics: Source for U.S. employment, consumer spending, and inflation data. 
ConferenceBoard.org: Source of consumer confidence survey information. 
Commerce Bureau of Economic Analysis: Publishes detailed U.S. economic data including GDP, personal income, corporate profits, etc.  
Economic Cycle Research Institute: Publishes Weekly Leading Index (WLI). 
EconomicIndicators.gov: Links to the latest reports for economic indicators that are compiled by U.S. Government agencies.
Federal Reserve: Lots of economic data along with the latest Fed meeting minutes. 
FedStats.gov: Links to economic statistics collected by U.S. Government agencies. 
Gallup.com: Publishes monthly investor optimism numbers (often used as contrary market indicator).
University of Michigan: Publishes consumer sentiment data. 
White House Economic Briefing Room: Latest statistics released by the U.S. Government in an easy to find format.