This has probably been said somewhere else, but for us US users, the US Census Department puts out all the data you could ever want. You can download their database of addresses, streets, landmarks (i.e. airports, stadiums, etc.), and all that jazz. They also give you a nice little 309 page manual for how all the information is presented, etc.

You can check it all out at:

ftp://ftp.census.gov/pub/geo/www/tiger/tiger2k/

Just keep in mind that ALL the maps for the US are over 2 gigs.... you may want to play with this on a city by city basis...