Surveys:  If a group is available who would provide useful information about your topic, conduct a survey and record the results.  Present the results in a table or chart.

Original documents:  Any time you can get your hands on original journals, letters, photographs, or legal documents, you've hit a jackpot!  Not only are they indisputable proof, they are fascinating.  A wonderful database of American historical photos, letters, maps, and documents is the American Memory Online Database from the Library of Congress.
 

"Today, 33.4 million people are estimated to be living with HIV/AIDS. Of these, 32.2 million are adults. 13.8 million are women, and 1.2 million are children under 15."
Source:      Centers for Disease Control & Prevention
                  National Center for HIV, STD, and TB Prevention
                  http://www.cdc.gov/nchstp/hiv_aids/stats/internat.htm
 

The ethnic makeup of Serbia is as follows:
Serbs 63%, Albanians 14%, Montenegrins 6%, Hungarians 4%, other 13%
Source:      CIA World Fact Book
                  http://www.odci.gov/cia/publications/factbook/sr.html#people
 

Some good sources for general facts and statistics are:

Educational Site-ings  United Nations reports on environment, human rights, population and other issues
 
1997 World Factbook  A CIA publication, updated annually. Alphabetized profiles of countries include data on everything from literacy and life expectancy rates to economics and government.

Information Please searches Information Please Almanac,  Entertainment Almanac and Sports Almanac, the Columbia Encyclopedia and the Random House College Dictionary.
 

Anecdotal:  a usually short narrative of an interesting, amusing, or biographical incident.  Anecdotal evidence works like "show-not-tell" writing--in some cases, it is more effective than facts or statistics.  For example, if you wanted to help prove the thesis, "The war in Kosovo is one of unfair brutality," you might use the following anecdote:

"A policeman was in the yard next door and he told my father to
step into our garden. When my father came over, the policeman
jumped over the wall and fired one shot from his Kalashnikov
(rifle) and my father fell down, then more police in flak-jackets
and helmets came into the garden and they stood around my father
and they shot him many times."

To find anecdotal evidence, you'll need to READ!  Scan newspapers for articles about your subject and look for quoted passages.