The R Project for Statistical Computing is a free, open source statistical computing language that is popular among researchers in many fields.
The learning curve for true understanding is steep, but specific tasks (e.g., importing files from other statistical software) are often quite easy because of packages that can be created by anybody. R undergoes rapid development and improvement. Tutorials even a year old may be out of date.
If you already know another statistical software or programming language, you might try these first.