I too wish there were more good statistics, but at least it is getting better.
Moneyball kind of sparked a "stats revolution" that has been happening over the last four years in the major sports, but especially baseball. I know there are some great baseball stats websites out there (I think nate tha great wrote for one for a while). Too bad I'm not a big baseball fan.
The NBA has come a long way in the last couple years, with some of the top stat measuring guys in the media getting jobs with NBA teams.
www.82games.com is an awesome resource for meaningfull stats and discussion on stats in the NBA, but could use a lot of work.
I would love to see some good work devoted to the NFL and various soccer/football leagues, although the NFL can be really tough because of small sample sizes and soccer can be tough because you need to make up a lot of more subjective stats that are only now starting to be kept track of (like keeping track of touches and individual possesions).
Edit: I see im slow to the post. Baseball prospectus was the site i was thinking of, and thanks for the NFL link.