As you mentioned, the API is the hard part, not the data. [Quandl][1] seems to solve this problem by providing over 10 million publicly available data sets under one easy, RESTful API. If programming isn't your strong suit, there is a free tool to make loading data into Excel very easy. Additionally, if you *do* enjoy programming, there are several native libraries in [R, Python, Java and more][2].


 [1]: http://quandl.com
 [2]: https://www.quandl.com/help/libraries