University of North Texas 
R, or GNU-S, is free; note that there is no qualification - it is a completely free, statistical
package that provides an impressive array of methods for data analysis, interpretation,
and graphical display. Based on the S language first developed by Bell Labs decades
ago, it is quite simply the most advanced of what we have access to of the general
purpose packages for academic research, and for anyone wanting to keep up with the
times it is the package of choice, bar none.
Watch this video: What is R?
R however does take a bit to become comfortable with compared to some packages as it is primarily command line driven. However, it should be stressed that one can use it in a very applied fashion, only taking from it what is necessary for the data situation at hand and there are many packages that offer dropdown menu capability. In other words, you do not have to become a computer programmer to take advantage of its functionality. In the end though, if you want to use methods that have been developed in the last 30 years and take advantage of today's computing power, this is the package for you, and the big packages like SAS and SPSS lag far behind its capabilities for the academic researcher.
S-Plus can be seen as a proprietary version of the S language, with its most noticeable difference being that it comes with a sophisticated gui out of the box. S-Plus and R are very compatible with one another in most respects, however R has near daily updates and many, many more packages and offerings.
- Download R for free from any CRAN mirror
- SPSS Statistics 16+ has the ability to run R scripts as long as R version 2.5+ is installed on the machine
- Research Computing Services' Do It Yourself Introduction to R course
- Research Computing Services' S-plus & R Short Course class materials & links