Some recommendations were made a few threads down; the thread title is "Random Number Generator: Uniform Distribution"
Besides Julien's advice about routines within NETLIB itself, the Mersenne Twister Pseudo-random Number Generator is quick and has a very long period.
If you just want data for testing a program you are writing, check out random.org:
http://www.random.org/
This site generates integers, and gives you the option of allowing numbers to be repeated within the output (or not).
Regards,
David