[AskewEgret]

If clean data and easy access is a priority and you are willing to pay money, the gold standard is CRSP [1]. Full disclosure - I work there.

[1] http://www.crsp.com/

[foobaw]

Just to clarify: CRSP is great but not the gold standard. A lot of big comapnies use services from Xignite,CaptialIQ and ICE Data.