If you're an international statistics junkie, have I got a source for you.
Today the Organisation for Economic Co-operation and Development release a huge compendium of fresh data covering a wide range of topics, including population, econonics, education, environment, government, technology, and more. The OECD Factbook contains over 100 indicators that compare conditions in most of the world's nations. The 2010 edition is available free in three formats: as a web site, an online database or as an iPhone application. You can also order a print copy.
The stats in both the web site and database versions are easy to browse and manipulate. You drill down through a hierarchy of topics to specific tables. For example, in the "Population and Migration" section of the web version, there is an interesting table comparing the unemployment status of native-born and foreign-born workers in various countries. In general, immigrants have a tougher time finding work, but underlying factors (such as gender, age, education) vary from country to country.