Collecting your own data is by far the best way to know the characteristics of your data. However, this takes a great deal of time and engery (and money). So in many cases, you'll be "finding data" instead of collecting it in the field (see the next section).
Finding appropriate sample data will typically determine if you can create a viable model. Sample data may be available from a single, detailed, survey. As your extent in space and time grows, you may need to incorporate data from multiple surveys or "observational" data. This will lower the uncertainty of the response variable.
There is a great deal of data that is not publicly available but can often be found and used based on agreements with the owners.
Sources for sample data include:
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