I am teaching a class using data and I need some help.

The ISSR Data Archive maintains a web page of useful links to instructional materials.
http://www.sscnet.ucla.edu/issr/da/instructional.html

ICPSR Online Learning Center
http://www.icpsr.umich.edu/OLC

Teaching With Data
http://www.teachingwithdata.org/qssdl/welcome.action