The Census Bureau has a Web page devoted to income statistics:

http://www.census.gov/hhes/www/income/income.html

There, you'll find a link to the data for 2005:

http://www.census.gov/hhes/www/income/income05.html

That page includes the press release that the bureau issued in August 2006, as well as a link to the full report, "Income, Poverty, and Health Insurance in the United States: 2005":

http://www.census.gov/prod/2006pubs/p60-231.pdf

The report is an Adobe Acrobat document and will open in your Web browser. In the report, you will find income and other statistics broken down by race, ethnicity, gender and state.