Koordinates is a great resource to get free geographical data sets from around the world. Koordinates allows you to download various kinds of geographic or GIS data. Some of the data is commercial and requires payment before it can be downloaded however the majority of the geographical layers seem to be free.
The site uses Google Maps to allow you to browse geographical layers on a map before you download them. The layers can also be viewed by category, by country / region and by 'most popular' and 'recently added'.
Koordinates seems to be based in New Zealand and has a huge amount of data available for the country. However the site also seems to have a large number of geographical layers for the United States and sporadic coverage elsewhere.