Regional data available in...
American FactFinder - US Census
Offers access to demographic, housing, and economic data by NAICS code.
County Business Patterns
Industry data for state, county, zip code and metropolitan areas.
City Data
Visual representation of key data points for states, counties, cities, etc...
D&B Regional Business Directory: Detroit Area and Other MI Metros
Listings of local businesses by industry code and by location.
National and some state data...
Statistical Abstract of the United States
All-in-one source for demographics, industry and economic data, consumer spending, etc. Also available in print - HA 202 .S7.
Economic Briefing Room - US Census Bureau
Major economic indicators here are updated as they are released.
Economic Indicators Database
Monthly data from 1998-present.
Consumer data...
Global Market Information Database 
Includes international industry statistics; social, demographic, and consumer spending data.
Consumer Expenditure Survey
Average annual expenditures by consumer characteristics (age, income, ethnicity, etc.)
American Customer Satisfaction Index
Satisfaction scores by industry and by company.