Statistical software - R (GNU S)

R (http://www.r-project.org/), a GNU software based on S-language, is widely used for statistical analysis.

[Tutorial]
A short tutorial:
Statistical Computing with R: A tutorial

A full reference for applying R in statistical analysis:
Statistics with R

Official Documentation
Manuals

Application in Psychology
R: Statistical Software for Psychology Research


[Graphics:]
Basic: Dep of Psychology, Harvard University
[PDF] R graphics: overview, desiderata

Advanced:
[PDF] Creating Advanced Graphics with S–PLUS and R


Manipulations of matrices/vectorized data are embedded and run in high speed, as well as most popular statistical analysis methods.
The grapgic of R is based on GNUplot, so the portability is very good (you can export the graphics into bitmap-format like jpg, or vector format like ps).
Also, it is a FREE software, and many more packages for advanced statistical methods can be downloaded from the society website.
Furthermore, it is very small, less than 50MB on both LINUX and Win32 platform.

For advanced users, you can implement your own algorithms through either easy-to-learn scripting in S-language or a interface to C/FORTRAN codes.
If you have time for something new and will work with statistics a lot, this is something worth trying.


T.S.Yo