Free forms of market research

The Leaf Chronicle looks a way you can start doing your market research for free. The US Government collects information on populations and their spending habits and resleases it regularly. For example, the US Census released a report today on the monthly spending on retail and food services for the US.
They also have quick facts broken down by state and city, which can help you determine if the right demographic for your product or service in a different area of the country.
See more of the facts that The Leaf Chronicle suggests here. Do you frequently consult the Census before and while you're doing market research? How important is the Census to your market research?