When creating a strategy or developing a trading system, historical data is required. Historical Data of various sorts can be found online, here we are going to outline some of the sources of historical data. 

Commodities 
Forex Pros, provides CFD price data going back several years while CFD data isn’t the same as the underlying price it tracks the price movements. I personally have used this data to build models to predict future movements in Crude Oil prices with impressive accuracy.

Moore Research Centre Inc, provides historic futures data comprising data from all the major markets. With a history of data that goes back several years.

Stock & Indices Prices  
Yahoo Finance, offers a wide array of historical date on all the major stock markets, as well as analysts targets etc. Historical data can also been downloaded as an excel spreadsheet

Google Finance, similar to Yahoo except Google also offers live prices on a number indices and indexes and continue to add more live feeds. Again Historical data can be download as an excel spreadsheert

Live Charts, offer a wide array of historical stock data for free download. Will be of particular interest to people who are interested in trading European Stocks

Forex & Futures 
Forex Pros, offers historical data on numerous Forex pairs though the historical data is comprised of CFD prices, it is still accurate enough to build models especially if you intend to trade using CFD’s

Trading Blox, offers a limited range of free historical data that can be downloaded for free, the selection is quite good and the data is updated daily. 

Global View, offers historical data for a limited range of Forex pairs going back years and years into the past. The data is easy to access and import into programs like excel.

Pi Trading, offers historic data on a number of Indices, Futures and Forex pairs. All can be downloaded for free as a zip file.

Feel free to leave any other suggestions or sources you use.