We are drowning in data now. Here are a few sources of data that we find most useful.
Lots of cool heatmaps and charts. Simple stock screens and filters, using fundamental and techinical indicators.
Deep price history and fundamental databases. Much of it can feed into
Raw data, and lots of it. End of day pricing is free. They also have hundreds of other market metrics relating to exhcnage volumes, options and futures, etc.