1% Intergrated Public Use Microdata (IPUMS).
Micro data covering many census variables for 1850-1990. You can generate
extracts on the fly and even pinpoint individual addresses for censuses
prior to 1930.
General Social Survey (GSS): A micro data set started in 1972 with
lots of info on individual characteristics and attitudes on policies,
ideology, religion, etc. Use the
GSS Codebook
and then enter the variables of interest into the
web-based GSS data extractor
(the latter also contains data for the American National Election
Study). You can get cross-tabs and various stats on the fly.
Religion data:
American Religion Data Archive
has a lot of what is out there on-line. I have used the 1952-1990
county-level data most extensively.
The Iowa Electronic
Market (IEM) allows you to bet on all sorts of elections. For thicker
markets, prices updated on your browser every 15 minutes!
Standard economics research sites (most require a UNC IP):