Non document-librarian readers of FGI might be interested in this fact sheet about the Federal Depository Library Program. The fact sheet is somewhat dated (2001?), but still gives a decent idea of what the program is and why it benefits citizens around the country. Briefer, but more recent information about the system can be found at http://www.gpoaccess.gov/fdlp.html.
To find a Federal Depository Library near you, just point your browser to http://www.gpoaccess.gov/libraries.html.