While some countries give away geographic data for free, in other parts of the world geodata is either expensive or non-existent. Still there are sources that can help you get started with your work or even just provide a base for your GIS experiments.
Probably the best source for road data and other infrastructure data: http://www.openstreetmap.org/.
Natural Earth is a public domain map dataset available at 1:10m, 1:50m, and 1:110 million scales. (See http://www.naturalearthdata.com/.) You can find a big amount of raster and vector datasets covering the whole world there.
FreeGIS.org is another great source both for GIS software news and data. They host a database linking to many useful sources (http://freegis.org/database/?cat=1).