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Stats
Up one level|STAT
One of the easiest to use stat packages around is the free |STAT (aka unixstat or pipestat). It is entirely command-line based, deceptively simple, and the best tool out there for fast data manipulation. Gary Perlman (|STAT's author) distributes both DOS and UNIX versions for free.
The R Project
R is a language and environment for statistical computing and graphics. It is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories (formerly AT&T, now Lucent Technologies) by John Chambers and colleagues. R can be considered as a different implementation of S. There are some important differences, but much code written for S runs unaltered under R.
Interactive Statistics Textbook
TarrLab-alumnus Pepper Williams has written a very nice interactive statistics textbook. For anyone interested in learning more about statistics particularly applied to experimental psychology, this is a great tool.
Congratulations to Jean, Giulia, and Adrian!