1. Material Safety Data Sheets
2. NIST Database of Spectral and Physical Properties is a good source of thermodynamic data.
3. Spectral Database for Organic Compounds SDBS a database of IR, NMR and Raman Spectra from the National Institute of Advanced Industrial Science and Technology of Japan.  Includes some inorganic compounds as well.
4. Sigma-Aldrich, you will need to create an account, but can then access many IRs and NMRs as well as general physical properties of substances they sell.
5. Computational Chemistry Comparison and Bench Mark Databases (NIST)
6. ChemFinder is a good source of general physical data, but is often slow.
   
7. What's that Stuff? is a site maintained by the American Chemical Society that tells what is in many common consumer products.
8. NCMS Solvent Database is a database of physical properties of many important industrial solvents (funded by DOD/DOE and EPA).