Programmers should know R
r-bloggers.com
r-bloggers.com
Have been using R off and on for the last 5 years or so, and very heavily for the last year. For data analysis tasks that fit in memory, it simply can't be beat. The functional style and REPL work like Lisp/Python with a focus on crunching numbers, and the graphing/charting and statistics libraries are the best out there.
There are 1-2 dozen programs I've written over the last year or so that would be 200 lines of non-trivial java, 50 lines of python, and end up being <10 lines of R.
It's not great at everything, but if you've got some room in your toolbox, and work with moderate amounts of data regularly, you should consider investing the time to learn it.
I'm re-tooling my knowledge of basic stats before I dive into using tools like R to automate: http://www.khanacademy.org/?video=statistics--the-average#st...
(note: just ignore the ranty parts and there's brilliance underneath)