Scottish Government economic reports Scottish Government data on social inclusion and poverty UK Data Services - an invaluable means to access the main UK statistical services. You may need to sign up and fill out applications to obtain datasets from particular series like the Labour Force Survey If you simply want to extract data then the NOMIS search engine can be very effective (especially for labour market data)
Eurostat - another key resource, this time covering all the members of the European Union
If you want access to historical data this archive of all the statistical reports of the League of Nations is invaluble
Mental Health issues
See Me is an excellent resource for mental health issues in Scotland. Theatre Nemois a superb project working on mental health issues and, to its credit, prepared to raise the issue of mental health issues for those in prison.