Presidential documents include executive orders, proclamations, and speeches. Executive orders and proclamations can be found in the Federal Register as well as under Title 3 of the Code of Federal Regulations. A convenient place to find these documents is the Weekly Compilation of Presidential Documents.
The Weekly Compilations is available from several electronic sources as well as in print:
Hein Online Presidential Library (1965 to January 2009),
FDsys (1992 to present), and
WestLaw (1936 to present).
Administrative Decisions and Other Actions (from University of Virginia Library)
Executive Orders (from the National Archives)
Presidential Orders (from the White House)