There's a whole bunch of free SQL Server sample databases on CodePlex:
http://www.codeplex.com/Wikipage?ProjectName=SqlServerSamples#databases
One very simple way to get sample data is use full applications. I needed some sample data to practice what I was learning with MySQL at the time and just downloaded PHPBB and used their provided database. If you need to add users etc, just use the program to do it.
Think generic. You can get weather data from common sources for free, thetvdb.com has a pretty nifty set of data for TV show episodes for free, sites like last.fm have a tonne of data available for music listening habits. If you just want sample data, the easiest way to get it is not thinking in terms of "I want a database". Think "what freely available data is out there".