I’ve been a huge fan of the open-source statistics package R for many years: large user base, lots of high-quality modeling functions, flexible graphics, etc. The learning curve is a little steep (especially for things like graphics and avoiding computationally costly loops in code) and there are some things R still doesn’t handle particularly gracefully (e.g., computations on very large data sets, making use of common multicore/SMP capability).
Anyway, I saw on some other blogs that a new company REvolution Computing is offering a version of R that has some tweaks worth looking at, including optimized math libraries which may speed up certain operations and allow for some degree of multithreading. There is also a non-free “Enterprise” edition that can finally take advantage of 64-bit Windows and makes using the “MP” in SMP systems a bit easier; of course, whether those changes make a difference in your analyses will depend on the kind of code you run. Still, I run into out of memory errors often enough that I think it would be a nice boost for my work.
Aside from the product, they also have a pretty decent blog, which is worth checking out.
Applied Psychology, Research Methods, and Statistics 