World Development Indicators, "the primary World Bank collection of development indicators, compiled from officially recognized international sources. It presents the most current and accurate global development data available, and includes national, regional and global estimates."
For GDP: National Accounts Main Aggregates Database, United Nations, Statistics Division. Choose Data Selection/Country Profile.
For GDP: International Historical Statistics, 1750-
Worldwide coverage of statistics, including population & vital statistics, labor, agriculture, industry, trade, transport & communications, agriculture, education, and national accounts.
For literacy: Demographic Yearbook, United Nations, Department of Economic and Social Affairs. [Hints: Start with the index at the back of a volume from the 1990s. 1993 would be a good one. (Literacy or Illiteracy seems to be indexed under Population. I have had good luck simply searching for literac in the document.) That will tell you what years of the Demographic Yearbook include literacy data. You would then have to look in those years to see if your country is included.]
For military: The Military balance, International Institute for Strategic Studies. Bowdoin Main Libr UA15 .M5. Africa is included beginning 1968.
CIA World Factbook "provides information on the history, people, government, economy, geography, communications, transportation, military, and transnational issues for 267 world entities."
Ethnologue "contains information on 7,106 known living languages."
Polity IV Individual Country Regime Trends, 1946-2013. "Annual Polity scores have been plotted for each of the 167 countries currently covered by the Polity IV data series for the period 1946-2013 (trend graphs are also included with the Polity IV 2010 Country Reports). This version of the Polity Country Trend graphs display periods of "factionalism" and important Polity change events, including autocratic backsliding, executive auto-coup or autogolpe, revolution, collapse of central authority (state failure), and successful military coups."
Freedom House. "Freedom in the World, Freedom House’s flagship publication, is the standard-setting comparative assessment of global political rights and civil liberties. Published annually since 1972, the survey ratings and narrative reports on 195 countries and 14 related and disputed territories are used by policymakers, the media, international corporations, civic activists, and human rights defenders to monitor trends in democracy and track improvements and setbacks in freedom worldwide." See especially Country ratings and status, FIW 1973-2014.