I took a government documents class in library school. It was not one of my favorite classes, but has turned out to be one of the most useful subjects I learned about. I took that class in 1998, so things have changed. I had a few reference questions come up this week that tested my skills, and it prompted me to refresh my knowledge. Here are some sources I found especially useful.
The Library of Congress maintains Thomas. It includes:
Activity in Congress
Schedules & Calendars of congressional sessions
Government Resources for researchers and to learn about legislative process
Resources for Teachers: classroom activities, lesson plans
The Government Printing Office provides online access to many, many, many of their products. Publications like the Federal Register, the Code of Federal Regulations, and the U.S. Code are available here, as well as information on the Federal Depository Library Program. If the government published it, there's a good chance there's a link to it at GPO Access.
Pretty much any statistic that the federal government produces and tracks is available here. You can search by agency, topic, or program. You can also map a state, county, city, or congressional district at http://fedstats.gov/qf.
Similar in theory to FedStats, but with pure data. This site is a priority of the Open Government Initiative. It increases the public's access to data that is generated by the federal government.
Search millions of documents in ~40 different databases, regardless of which agency produced the data. All science-specific, so results are relevant.
University of Michigan Documents Center
I've always liked the way the U of M Documents Center is organized online. They have a new look, which is very clean and easy to use. It's very browsable, and has links to every possible category of government documents.