The R Project for Statistical Computing is an Open Source application with binary installation routines for Linux, Mac OS X, and Windows. It is much much more than a simple statistical package. R provides an interpreted statistical programming language that looks a lot like S. The resemblance is so strong that I can use my old S language reference books to work with R.

R provides a graphing facility that goes far beyond what you might have used in spreadsheets like Excel.

R version 2.4.0 was just released last month (October 3).

Introduction to S & S-PLUS (Statistics Software)