Stata is statistical software from StataCorp that is commonly used by economists, political scientists, and others in academia. Stata is considered to be more powerful than SPSS with excellent syntax and programming capabilities, though not necessarily as flexible as SAS and R. People who know Stata often prefer it over SPSS and SAS because of the balance between difficulty and power. However, it is used far less than the other statistical softwares.
Stata tutorials from the Social Science Computing Cooperative (SSCC) are the best for most people. There are videos or text with screenshots as you prefer and you can and should follow along with the instructions.
For undergraduate students who just have to get through an introductory class, go to Stata for Students for lessons on Do Files, Interface, Data, Commands, Comments, Creating Variables and Labels, Graphs, Reading Data, Descriptive Statistics, Graphs, t-tests, Scatterplots, Correlations, and more.
For everybody else:
NYU's Quantitative Analysis Guide - Look-up table to choose a statistical test
Links directly to relevant pages in the following useful resources
Examples with syntax