IPUMS provides census and survey data from around the world integrated across time and space. Researchers can study change, conduct comparative research, merge information across data types, and analyze individuals within family and community context. Includes national and international GIS data.
Demographic characteristics of voters in states.
The Pew Research Center has reports on voter turn-out.
The U.S. Census Bureau data.census.gov has state, county or place data profiles.
The Federal Election Commission has a nice map of the relative size of states in term of contributions to candidates.