While not a definitive list the following sites are the most stable at the time of this post.
My first source for United States related mapping data is the United State Census Bureau:
For most mapping needs the Cartographic Boundary Shapefiles is sufficient.
Other sites include:
Global Administrative Areas (added 3/30/2015)
When shapefiles are downloaded they are usually in an archive (zip) and there are at a minimum 4 files within the archive.
- The .dbf file contains the attribute metadata for the geometry data. Some sources of shapefiles have fewer or more columns of metadata. Once the shapefile is loaded into the database a table alter can be done to add more columns for additional attributes to allow for linking columns to the BI data.
- The .prj file contains spatial projection information for the geometry.
- The .shp and .shx files contain the binary data for the geometry.