The U.S. government is an extremely valuable source of high-quality research materials for a wide variety of subjects you might be researching. The government is constantly collecting data and preparing reports which, because of the care it takes in preparing its publications, often become widely cited by scholars and policy makers. Not everything produced by the government is put online, when it is it is always available for free.
A few examples:
If you find a site that is claiming to give you official statistical data about the U.S., don't take their word for it. Go to a government-provided source and make sure you've got the most accurate and current information.