Were you looking for a particular statistic or datum by zipcode? I sometimes need data by zipcode, but my business won't pay so I need to find it for free. These are mainly free or low-cost resources. I hope this helps.
For a list of zipcodes you can't be Free which is what I like about the US Postal Service zip code look up:
http://zip4.usps.com/zip4/welcome.jsp
If you need data by zip code, one of the better online resources (again Free for a certain number of searches) is Melissa Data online:
http://www.melissadata.com
The best pay service I've ever seen is Reference USA which provides comprehensive business information by zipcode. I believe it is expensive, but some larger public library systems have a subscription, so check there first.
http://www.uhls.org/uhls/Databases/intpages/Refusa.htm
Also in the free category, you can get census and gov't data and statistics by zipcode for free online at American Factfinder:
http://factfinder.census.gov/home/saff/main.html?_lang=en
(Enter an address in the search on the left, or a zip code in the search for quickfacts at the top. You can create detailed custom tables by zip - although it isn't very intuitive.)
I hope this helps!