The U.S. Census contains an amazing wealth of demographic information, but it must be linked to a defined geography (such as census tracts, blocks, or block groups) to be mapped in GIS.
ESRI Data and Maps
Connect to the GIS Public server and select the ESRI Data and Maps folder, then USA, then Census. Select demographic attributes can be mapped by census geography. This is one of the easier ways to access census information, however not all demographic information is included.