Data Planet lets you search for and visualize socioeconomic, business, demographic, and all other kinds of data!
Use Social Explorer to look at demographic information (e.g. census, economic, election data etc.) in a visually useful way.
State Stats offers easy-to-use social & demographic data for all 50 U.S. states for the past 15 years. Data can be mapped, graphed or exported to Excel.
The general rule for citing data is to stick with the style for citing a journal article. Definitely include the creator, title, year of publication, publisher (usually the archive in which it is found), edition or version, and access information (e.g. a URL).
The idea is to give credit to the author or producer of the data, and give information to allow others to find the data you found.
Examples: Both Social Explorer (here) and American Fact Finder (here) give some examples of how to cite reports and maps generated on their platforms.