Finding data will depend on the discipline and type of data you need. You may be looking for physical properties, crystallographic data, safety information, material or chemical costs, or something else. Data can be found in print and/or online sources, in primary sources like the journal articles, secondary sources like handbooks and encyclopedias, and even tertiary sources like catalogs and databases.
Here are some starting places for data. We also have guides on Chemical Prices and Company/Industry Information, Crystallography, Properties of Chemicals and Materials, and Safety. (For official safety information, refer to UC San Diego EH&S website.)