R is an open-source statistics computing platform.
Mike Driscoll has a post covering the a panel discussion from the Bay Area R User Group meeting with panelists including representatives from Google and Facebook. There is a video of the discussion if you want to watch it.
They highlight the Caret package for classification and regression, rpart for partitioning data sets, and rJava for a Java interface.
If you want to get started with R, a stats background is helpful. Michael Lavine offers his text book, Introduction to Statistical Thought for free which provides an introduction to stats using R.