We have created an Energy Conversion Sheet (PDF download, 120k) for you as a reference to use in many parts of the course.
BP Statistical Review of World Energy is a great source for production, consumption, trade, reserves, and price data for fossil fuels broken down by country and region. It has also has some data on world primary energy and renewables capacity and consumption. Yearly report published as with a PDF file that summarizes major trends and excel files that contain the data (including some data that isn't in the PDF).
The International Energy Agency's (IEA's) interactive sankey diagram provides a great quick way to see energy flows in different countries. Lawrence Livermore National Labs' sankey diagram of the US energy system does the same for the US only.
The US Energy Information Administration (EIA) has copious information on energy, mostly for the US. Everything from energy consumption and prices paid by sector of the economy, to electricity generation and refining capacity additions each year, to detailed statistics on fossil fuel production. It also has some international energy statistics. Some of its major reports include the Monthly Energy Review with compiled statistics on energy production, consumption, trade, and prices, and Annual Energy Outlook with forecasts for the US energy system several decades into the future.
The IEA has similar, though less detailed, information about energy systems in many countries around the world. Some its major publications include the yearly World Energy Outlook with analysis of trends and projections for the world energy system, and the yearly World Energy Statistics and Balances, with details on energy flows in many countries. Most of its publications require payment for access, though academic institutions often have subscriptions and executive summaries are often available for free.
Eurostat has lots of data on production, consumption, imports, and exports, and some natural gas and electricity prices for the EU.
The US Energy Information Administration (EIA) has copious data on energy prices in the US. Here are a few links to key data, but there is much more to be found by browsing their site.
Price of natural gas by sector for past several decades
Price of gasoline and diesel since the 1990's
"Real Prices Viewer" has inflation-adjusted prices for oil, gasoline, diesel, heating oil, and residential gas and electricity since 1968
The IEA has a detailed report on energy prices and taxes around the world, but requires payment to access
BP's Statistical Review of World Energy has some prices of fossil energy for different countries and regions
The International Gas Union has very detailed (though opaque) data on natural gas wholesale prices in lots of countries.
Greenhouse Gas Emissions and Concentrations
The CAIT Climate Data Explorer provides nice estimates of greenhouse gas emissions by country back to as early as 1850. It's a powerful tool but has a small learning curve.
The Global Carbon Project's Carbon Atlas is a similar tool, with a bit less of a learning curve.
CO2.earth compiles CO2 atmospheric concentration estimates and global emissions estimates per year. Very quick and easy to use.
Solar Capacity and Installed System Prices:
Lawrence Berkeley National Laboratory in the US has good data on US residential and commercial installations and installed system prices in their Tracking the Sun Reports. They also have a Utility-Scale Solar Report. The Solar Energy Industry Association has frequently-updated data on solar installations in the US, though only the executive summary is available for free. The National Renewable Energy Laboratory also has frequent reports on solar installations and prices, including this report with great breakdowns of installation costs.
The IEA's freely-available Solar PV Technology Roadmap has good data on solar installations, including prices, for many countries.
MIT's recent Future of Solar report has lots of information on PV research, deployment, and prices.
The US National Renewable Energy Laboratory has the most-frequently-used maps of the solar resource in the US, with lots of options for different orientations of panels with or without tracking, at different times of year
Solar radiation maps for other regions are harder to find, but some are available for free from SolarGIS