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johnkt
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Quandl.com is a good source for intraday data for US and foreign stocks (although it is priced with an annual subscription, not for individual downloads). FirstRateData.com has 1-minute bars going back 20 years for most S&P500 stocks and major indices and is priced on a per-download basis.
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I just finished a VaR project and have a bunch of intraday stock and index (mainly US) datasets (1min / 5 min / 1 hour bars) going back 10 years. Not sure hard it is to find this data but if it's of interest I can zip it and put it up for download.