The World Bank has released the World Development Indicators 2010 — and it is freely downloadable in multiple file formats.
This is great news. You can just download a spreadsheet (excel or .csv). No more messing with a CDROM or MS Access databases! (Those who have worked with older versions know what I mean.)
It is still a bit of a pain to work with. It is too big for my (older) version of Excel. And, the format remains quirky: years are columns, countries are rows, with variables stacked long (a column contains a the variable identifier). Fortunately, Stata’s “reshape” command can get it into a more useful format. I can post the syntax if people are interested.