A lot of the data that is available for exploration is contained in large spreadsheets in .CSV format. Exploring Data with Mathematica is an introduction to methods that can be used with Mathematica to explore this data efficiently.
These methods are applied to baseball data that is freely available on Retrosheet.org, but can be applied to virtually any .CSV document. A few other sites that distribute free data are also listed in this document.
Here is an interactive panel that displays all MLB ballparks in a selected state:
To get a copy, go to Exploring Data with Mathematica on Lulu.com.