Multi-Nation Indices of Wellbeing

Organisation for Economic Co-operation and Development: OECD provides such up-to-date statistics as monthly unemployment rates and trends in consumer prices
The Well-being of Nations: The Role of Human and Social Capital. (2001): The executive summary of the report is available though the OECD's website.
The Human Development Report is put out annually by the UN Development Programme: This site contains many additional types of economic, health, and societal data.