There was a time when the Federal Election Commission was a good source for raw campaign finance data but not for searching the data federal campaigns filed with the Commission. Over the past two years, the FEC has dramatically improved the ability to search and download from its site. Here's a quick tour. Start at the FEC home page and from there navigate to the Campaign Finance Disclosure Portal. Once at the portal, you have a number of enhanced options for searching and, as importantly, downloading campaign finance data. From the main campaign finance portal you can search for a particular candidate's finance report or search for an individual's campaign giving history. You can also call up state-by-state analysis of campaign contributions and spending. Beyond this page, you can download a number of data sets at the FEC's designated Data Catalog page. This is the place to look for a complete file of committee expenditures (these are still not individually searchable on the FEC site so this is the place for this data) along with lists of lobbyist bundlers or FEC administrative fines.
While still a little cumbersome, the FEC public interface has been dramatically improved and is close(r) to being a true one-stop shop for federal campaign finance data. Worth checking out.