Gazetteers provide exact latitude and longitude for cities, towns and geographic places, plus population statistics where relevant.  Try these to get started.

• Columbia Gazetteer Online

A database of names, descriptions, and characteristics of over 165,000 places in the world.

• GNIS Online Data Base

Contains almost 2,000,000 geographic features in the United States.

• GEOnet Names Server

The National Geospatial-Intelligence Agency's database of foreign place names approved by the U.S. Board on Geographic Names

• Getty Thesaurus of Geographic Names

Getty Information Institute's database of approximately 1,000,000 names representing 900,000 places

• U.S. Gazetteer (U.S. Census Bureau)

This gazetteer is used to identify places to view with the Tiger Map Server and obtain census data from the 1990 Census Lookup server. You can search for places, counties or MCDs by entering the name and state abbreviation (optional), or 5-digit zip code.

• The JewishGen ShtetlSeeker

A database listing Jewish communities destroyed during the Holocaust. Clicking on name brings up on-screen map from MapQuest's Interactive Atlas

• GEOLEX (Geologic Names Lexicon)

USGS search tool for lithologic and geochronologic unit names in the U.S. and possessions