I am Looking for a database of all possible first names, last names,
street names, and city names. This will be done to populate
autocomplete functionality on a web site. I'd like to be able to take
all of the data and place it in my own database for fast searching. Is
there anyone or anything that will provide this data or a development
component (in .NET) that already does what I'm looking for.

That could be really annoying.  How about just the zip code? (If you
are in the US)  You could have them enter just the zip code and then
the city and state would automatically fill in.  Saves them a lot of
time and increases accuracy.  Most people already have their names
etc. auto fill in when they start typing.  You interfereing with that
by guessing based on the first letter is going to complicate matters. 
Also you will have to have them download such a huge list and that is
going to be very annoying.  You will drive them from your site even
before they register.