Consider -- what organization would collect the data I'm after?
Look at .gov and .org sites before .com sites
Try seaching using the terms statisitcs, data, datasets
Be aware of fine print -- many data points are estimates (illegal immigration, number of Quakers in the U.S., number of meth addicts in Portland, etc.)
Exporting data can be tricky, or not possible from some sources. You may need to choose another source of data that supports exporting.
If you look exhaustively and just can’t find the data you want, it simply may not exist. Contact a librarian, and/or change topics.