The most comprehensive source of presidential documents is the Weekly Compilation of Presidential Documents. It has been published since 1965 (Lyndon B. Johnson) and available in print, at the law library, through 2009. For pre-1965 papers of presidents, you may find what you need in a variety of publications. Executive orders and proclamations from 1936 forward are published in:
The Weekly Compilation of Presidential Documents is available through the GPO at http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=CPD from 1992 to current.
The National Archives and Records Administration maintains an Internet site that has the disposition tables for all Executive Orders from 1937 (Franklin D. Roosevelt) to current at http://www.archives.gov/federal-register/executive-orders/disposition.html.
The American Presidency Project is maintained by John Woolley and Gerhard Peters of the University of California, Santa Barbara. Their collection of Executive Orders starts in 1929 with the presidency of Herbert Hoover. Included in the collection are unnumbered Executive Orders from 1791.
LexisNexis: The "Public Papers of the Presidents" file contains the full text of the Weekly Compilation of Presidential Documents and the annually produced Public Papers of the Presidents (from 1981 to current). Hint: Type "public papers" in the "Find a Source" search box.
Westlaw: The Daily Compilation of Presidential Documents, formerly known as The Weekly Compilation of Presidential Documents, is available in the DCPD database from 2000 to current. Executive orders since 1936, presidential messages since 2000, and signing statements since 1986 are available in USCCAN.
The White House maintains current and archived presidential news and speeches at https://www.whitehouse.gov/blog.