I found a great new site that includes loads of demographic information from across the United States. You can narrow your search by county and city, and more, by neighborhood, etc.
I tried it out for the South End. It gave some good and useful information, although it appears to be a work in progress. Some of the data was from 2000, which is of limited use, here in 2008.
It looks as if they are collecting most of the information from the US Census bureau, etc. You could certainly do a lot of this research yourself, but it’s easier to have on one site, so check it out.