I recommended SAS, Stata, and R. R is a good place to start simply because it is free, and the company that I work for hires programmers to do mainly SAS even if they only have experience in R (the thinking is, once you learn one language you can learn any language). So use R to get up to speed and get your foot in the door without having to pay for SAS. But for a lot of government work, SAS is still king.