Besides a number of guides to the Fed and financial markets, this site offers data on the 7th Federal Reserve District (including bank data and portions of the Beige Book), and macro data since (some dates from 1946, some from 1990). While the number of series is limited, it is in a particularly easy to use format. One looking for long CPI, GDP and similar series would do well to look here. Most importantly, it contains time series of daily exchange and interest rate data that is updated weekly.
gopher://gopher.great-lakes.net:2200/11/partners/ChicagoFed