Statistical and Programming Software
Comprehensive R Archive R (aka GNU S) is a free S like clone (NT and Linux binaries).
NLME Software (Mixed-effects Models in S and S-PLUS) Excellent package for analyzing non-linear Mixed Effects Models + downloadable articles (bonus)
The BUGS Project Homepage Homepage for BUGS (Bayesian analysis Using Gibbs Sampling)
Cygwin HomePage UNIX like bash shell for NT. Includes free C++ compiler (g++). Highly recommended.
The LCC-Win32 Homepage Free C Compiler + Documentation
Scientific Applications at Linux Center Includes links some free Mathematics, Statistics and Neural Networks Linux applications
Documentation and User Guides
Numerical Recipes Books On-Line Downloadable (FREE) NR (C and Fortran) books in PS and PDF format
SAS OnlineDoc: Version 7-1 SAS (v 7) online Documentation
S-PLUS Online Manuals S-PLUS online manuals
Miscellaneous Free Software
Mandrake Linux Home Page My favorite Linux Distribution
MikTeX HomePage Excellent LaTeX distribution for NT
GNU NT-Emacs Home Page Excellent text editor for NT


Links to some leading developers of commercial statistical and mathematical software:
Company Representative Products
Mathsoft S-PLUS, STAT Server and MATHCAD
Wolfram MATHEMATICA
SAS Institute SAS System
Mathworks MATLAB