If you can narrow down your focus, you can manually download some stuff from crunchbase etc for free.
If that's not enough, it's a good exercise to scrape them. It's not trivial as they are trying to prevent scraping with quite sophisticated techniques. But, since you are a CS major, I think you can figure out ways around it, especially if you are careful and not greedy trying to make copies of everything they have very quickly.
I also think there is some value in looking at the edgar database, I believe some filings are for privately held companies (such as Form D ?)
Anyway, do tell if you find better answers!