CalculatedRisk has a great list ranking US economic data. Each indicator has a link to the source, and a link to the current graph gallery.
Please visit the site for more details.
Below the most important statistics to watch.
A-List
• BLS: Employment Situation Report
• BEA: GDP Report (quarterly)
B-List
• Census: New Home Sales
• Census: Housing Starts
• ISM Manufacturing Index
• Census: Retail Sales
• BEA: Personal Income and Outlays
• Fed: Industrial Production
• BLS: Core CPI
• ***DOL: Weekly Initial Unemployment Claims