Please see our Census guide for many options on obtaining demographic and socioeconomic data from Census surveys. Currently, only a "limited set of TIGER/Line Shapefiles are available pre-joined with demographic data in geodatabase and shapefile format."
These all use unprojected latitude/longitude coordinates (geographic coordinate system or GCS), decimal degrees, 1983 North American Datum (NAD83) (except ESRI Data & Maps non-USA layers--see metadata -- and where otherwise indicated).
See also our information on Projections in ArcGIS.