Data-Planet Statistical Datasets comes with a robust - and easy - mapping feature. From these examples, you can see there is mapping available for the world, for counties, and even block groups. Availability of mapping is dependent on the level of geography available for the data.
Mousing over a map, you can see the data associated with an area:
While not all content is mappable (as an example, the US National Debt from the Treasury Department just has one geographic area - the US, so wouldn't lend itself to a map), much of the data can be expressed using maps. A few tips and tricks are included here, using several different indicators.
To create a map of your data, click on the Map icon on the menu bar:
Using the Chart Options for Mapping, you can customize the number and display of colors in your map. You can also select which geographies (eg, states, counties, census tracts, nations) to map in the Criteria Panel.
To export the map (and the data associated with the geographic area), use the Shapefile export option on the Export menu. This will export the information to a GIS-usable file that you can use in other mapping software.