Free GIS data

Country level data (Administrative boundaries, roads, railroads, altitude, land cover, population density, gazetteers)

Global/continental level data
Administrative boundaries for: The world (also includes some rivers and populated places)
Americas
(North America - South America), Asia, Africa
See also (the International Taxonomic Database Working Group's world geographical scheme for recording plant distributions).
Global climate data: Download these here

Species occurrence data:  GBIF, HerpNET, MaNIS, OBIS, ORNIS, REMIB, SINGER.

Near global 90 meter resolution elevation data: Download here

Satellite images

High resolution images (LandSat) for nearly all of the world can be downloaded here. They are in the MrSid format that can be visualized in DIVA-GIS (note: they are in UTM projections, so you will need to project your shapefiles as well). 

A very good list of data sources here (Eden project).