Check with your subject librarian for data related to a particular subject area. Click here for a list of subject areas and their guides.
Many subject guides will have a "Data" or "Statistics" tab. If you're not finding what you're seeking, use the contact information in the subject guide to contact your subject librarian directly.
The Center for Social Science Computation and Research (CSSCR) is a great on-campus resource for finding data. The CSSCR is a computer resource center located in Savery 110, providing facilities and support for social science departments at the UW.
The Center for Studies in Demography and Ecology (CSDE) provides data management services to faculty affiliates and students conducting research involving surveys or census data. The also regularly host seminars and workshops.
Yes, you need to cite your data, just as you would cite information you found in an article, a book, a webpage, or any other format.
If you are not sure where to start, looking at a resource like Data Planet might help you get started.