This page includes selected resources for students in POLS 5360/4360: Urban Economic Development with Professor Robert Cropf. I encourage you to make an appointment with me (Rebecca Hyde) for personalized suggestions, especially if you have trouble finding information on the city you are researching.
These are the easiest places to pull detailed demographic, socioeconomic, and business statistics at the city level and below. They won't have everything, but start here. Also look for data from the city, council of governments, chambers of commerce, economic development corporations, or other local entities.
These are mostly St. Louis specific examples of the kinds of local resources you might find, but consider using the USA.gov search to find official sources for your city, and a regular web search to find organizations like local chambers of commerce, economic development corporations, local research organizations, non-profits, etc.
The first two sources on this list are general and include sources from a variety of US cities. The other sources are St. Louis specific, but I encourage you to look for both major and smaller news sources in your city of choice.