There is a problem for junior researches to find the best resources to do their data collection.I always suggest doing research on the internet to find the data.sometimes data is already there and as a researcher what we need to do is to analysis the data.
I just post the list of the national statistics office in countries which should always be considered for developers as a main gateway to collect data. Since I am involved in collaborative researches in UN University, I know and use their resources first. Below is the list provided by United Nations Statistics Division.
 United Nations Statistics Division http://unstats.un.org