My 2 cents: Numpy+Scipy+Matplotlib and other packages, which u can download together in a convenient package at Enthought. That enthought distribution also comes with Ipython, which, is, REALLY nice. I checked out R, Sage and am still sometimes forced into Matlab, but u just can't beat a programming language (Python) which can be used OUTSIDE of whtever problem space you happen to be working on.
