For one project I used the Tycho2 astrometric catalogue - main feature was that so many fields were actually split into four (position at the epoch, for example: two coordinates, each with a value and an error bound). And just to making things amusing, there are a couple of badly corrupted records, too 🙂.
This is the complete list of archives, but these are more just compilations of reduced data; there isn't much in the way of relations. You'll need to use multiple tables and draw the relations yourself (the HEASARC site itself provides a search engine: plug in your target and it will rummage around for any records on that target). But at least you can now get a copy of the catalogue that Gliese 581 gets its name from 😃