For detailed time series on consumer confidence, with demographic and regional breakdowns , use Global Insight, available in WRDS. 

First, use IHS Global Insight - Series Attributes to explore the consumer confidence data available in IHS Global Insight

• From WRDS landing page, click on IHS Global Insight
• Select Series Attributes data bank
• Query Form: 
  • Step 1: in Company Codes field, click the Series Name Search link
  • in the popup window, Step 1: Enter Keyword - consumer confidence followed by desired geography (e.g. consumer confidence United States). Step 2: check off desired results on the list, click the radio button above the Series Name column, then click the Add Checked Codes to Your Code List button (at the bottom of the list). Your selected codes should appear in Step 3: Import Code List. Click the Save List to File button. This will save your list of codes as a .txt file. Save this file.
• Open the IHS Global Insight – Series Data data bank, and upload your .txt file in Step 2 of the Series Data Query Form when composing your query. 

FactSet is available in Lippincott Library to MBA students. Consult a librarian at the Lippincott reference desk for access.

• Type in consumer and click on USA - Consumer Confidence - Econ Report.
• You can specify your date range. Data is downloadable and available from 02/1967 to the present.

Use Surveys of Consumers from the University of Michigan.

Search on The Conference Board site.