Data sets provide the raw, statistical data gathered by various surveys. They are of interest to serious researchers who wish to ask specific questions which pre-packaged reports of the survey results may not answer.
You will need both a statistical software program, such as SPSS, and knowledge of how the survey data was coded for processing (the "codebook") in order to make use of data sets.
The majority of the statistical sites listed elsewhere in this guide, particularly those from government agencies, do provide downloads of their data sets.
Much government data (all free) is collated at Data.gov.
CSUSB users can check the ICPSR for access to a huge variety of data sets.