www.bloomberg.com/markets/index.html
finance.yahoo.com
Returns on various domestic and international equity indexes can be found on these websites.

www.standardandpoors.com
Detailed analysis on index returns and composition is available on this site.

www.indexfunds.com/data/IndexScreener.php
This site contains information on a wide variety of index funds. It also has a screening program that allows you to rank indexes by various measures. Visitors can take a risk capacity survey.

www.smartmoney.com/bonds
www.bloomberg.com/markets/rates/index.html
Current rates on U.S. and international government bonds are available here. The Smart Money site also has links to a bond calculator and a dynamic yield curve.

www.sifma.org
www.investinginbonds.com
These sites from the Bond Market Association offer information on a variety of bonds and strategies.

online.wsj.com
This Wall Street Journal site offers links to data on stocks, bonds, commodities, currencies, mutual funds, global and domestic indexes, and many other financial items.

www.stlouisfed.org
The St. Louis Fed offers extensive current and historical interest rate data in its Federal Reserve Economic Database (FRED II). Rates can be downloaded into a spreadsheet.

minneapolisfed.org/Research/data/us/calc/index.cfm
www.bls.gov/cpi/
These sites have links to information about inflation rates and a CPI calculator.