The American FactFinder of the United State Census Bureau is the best place to start. From this site, you may find data sets from the 2000 and 2010 Census. The Social Science and History Department also has Census reports in paper format from 1790 to the present.
The first place to look online would be the historical volumes of the Statistical Abstract of the United States. For further information, consult your local librarian and ask for the reference works The Historical Statistics of the United States: Colonia Times to 1970 and/or The Historical Statsitics of the United States, Millennial Edition.
Yes, the U.S. Census Bureau published the Statistical Abstract of the United States which serves as the National Data Book. It contains a collection of statistics on social and economic conditions in the United States. Selected international data are also included.
The Abstract is also your Guide to Sources of other data from the Census Bureau, other Federal agencies, and private organizations. The Social Science and History Department owns the Statistical Abstract in paper format from 1878 to the present. Online versions of the Statistical Abstract from 1878 - 2012 are also available.
Another source of statistical information from the Federal government is FedStats. FedStats provides easy access to statistics and information produced by more than 70 U.S. Federal Government agencies. All of the statistical information available through FedStats is maintained and updated solely by Federal agencies on their own Internet servers.
Since 1981 the Pennsylvania State Data Center has served as the Commonwealth's official source of demographic and economic data. The PSDC can provide you with population, social, housing and economic characteristics of the state of Pennsylvania.
Philadelphia Regional statistical data is available from the Greater Philadelphia Chamber of Commerce.