I've found the Consumer Product Safety Commission's website useful in keeping track of items that are safe to purchase or that I need to throw away. Subscribe to the RSS feed and it will keep you up-to-date mostly on all the items that are laden with lead paint. It sure seems that a lot of these products are sold at dollar stores too. I guess that as a side-effect it tells you where not to shop as well.
Another site I find marginally useful is the FDA Recall RSS. I only find it marginally useful because I don't think I'm allergic to many edible things and many of the warnings are about allergens in products.