For baseball (and hoops) stats, suitable for download and import into database and/or spreadsheet programs, I must nominate: http://www.dougstats.com/. Baseball stats back to 1994; click on the season you want, then click the "All Batters Raw Data" (or All Pitchers), save it as a .txt or .csv file, and BAM.
Used it for years, and can't recommend it highly enough. Plus the dude's name is "The Engineer Formerly Known as Doug", and he uses this symbol: