OECD's latest monthly Unemployment Rates:
http://www.oecd.org

OECD's latest monthly Trends in Consumer Prices
http://www.oecd.org

The Human Development Report is put out annually by the UN Development Programme.
This site contains many additional types of economic, health, and societal data.
http://www.undp.org/

The Well-being of Nations: The Role of Human and Social Capital.(2001)
Yhe executive summary of the report is available though the OECD's website.
http://www.oecd.org/