General Purpose Software
Quantitative data analysis in sociology is dominated by three all-purpose programs, Stata, SPSS, and SAS. All three are available on Cornell's Athena computer cluster, and all three are excellent.
We typically recommend that graduate students learn Stata first. SPSS has some attractive features, but it has been losing ground to the other two for the past 15 years. Although SAS is the most comprehensive, it has a relatively inefficient programming language. Stata is almost as comprehensive as SAS, and it has a much more efficient programming language. And, if you need one of the special routines that SAS offers but Stata does not, you will often end up using a more specialized computer program anyway because even SAS is not quite as good as the specialized software (see below). Nonetheless, SAS is particularly well-suited for very large datasets, and SAS is also the dominant package for the federal government. If you work with many types of government data, you will find that the best supporting documentation is written for SAS users.
UCLA statistical computing has the best (we think) on-line set of resources for these three programs. See http://www.ats.ucla.edu/stat/. Also, Cornell's CISER offers tutorials for all three programs. Seehttp://www.ciser.cornell.edu/ASPs/workshops.aspx.