If you are looking for U.S. energy data then visit the EIA’s Monthly Energy Review. If you are interested in coal or renewable energy, nuclear or natural gas, or consumption by sector, the data is there. You can choose from pdf files or excel files and each data set has an interactive graph link. All data sets are historical providing an abundance of time series. On the right sidebar are interesting graphs like the one here that are archived dating back to 1996. Enjoy.