R
R is a well supported, open source, command line driven, statistics package. There are hundreds of extra “packages” available free, which provide all sorts of data mining, machine learning and statistical techniques. It has a large number of users, particularly in the areas of bio-informatics and social science.
The package is well designed, John Chambers received the ACM 1998 Software System Award for “S” (which
R is based on). The citation said that Dr. Chambers' work "will forever alter the way people analyze, visualize, and manipulate data…”