R is a language and environment for statistical computing and graphics. It is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories

R is the 6th most common programming language according to IEEE.

R provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...).

CRAN - Comprehensive R Archive Network - Has packages to extend R.

Rstudio is an integrated development environment (IDE) for R. It includes a console, syntax-highlighting editor, as well as tools for plotting, history, debugging and workspace management.

I used S briefly while at the Labs and unfortunately R still has the UNIXy obtuse command structure that gives it a steep learning curve.

Read a csv (Comma separated values) file, plot and compute correlation.
sal-edu.csv contains
Edu,Sal
8,25600
12,35300
14,41500
16,59100
18,69700
24,84400

> test <- read.csv(file="/Users/donmcbride/Programs/sal-edu.csv",head=TRUE,sep=",")
> education <- test$Edu 
> salary <- test$Sal
> opt <- options("scipen" = 10) # Don't use scientific notation *
> plot (education, salary, xlim=c(0, 25), ylim=c(0, 100000), xlab="Education (yrs)", yaxs="i", xaxs="i")
> # xaxs="i" causes x 0 point to line up with y axis
> axis(1, tck=1, col.ticks="light gray") #adds grid lines
> axis(2, tck=1, col.ticks="light gray")
> abline(lm(salary ~ education)) # Plot linear regression line


> cor (salary, education) # calculate correlation (1 = perfect correlation, 0 = random)
[1] 0.98

> q()  # quit

By default ranges are enlarged by 6%, so that the specified values do not lie at the very edges of the plot region. To get 0 to line up with the axis, you need to set the style of the axis interval calculation with xaxs and yaxs. xaxs="i" sets it to "interval" so 0 lines up.
See Set R plots x axis to show at y=0 - Stack Overflow

When I put a "$" on the salary amounts it messed up the plot. Apparently it thinks it's an alphanumeric field. I haven't figured out how to fix this.

For those from a C background, R provides a wrapper for the sprintf C-library function. e.g. sprintf("$%.2f", 99.999)

Links:
R: What is R? (www.r-project.org)

Help sights:
Quick-R - Help to overcome the steep learning curve for R.
Rnoweb: Literate Programming with and for R - Ross Ihaka
R-bloggers | R news and tutorials contributed by (580) R bloggers
r faq - How to get help in R? - Stack Overflow

Charts - Plots
5. Basic Plots -- R Tutorial | cyclismo.org
Producing Simple Graphs with R | harding.edu

Enhancements-Libraries:
CRAN - Comprehensive R Archive Network - Has packages to extend R.
Rstudio is an integrated development environment (IDE) for R

Other:
Earnings and unemployment rates by educational attainment | bls.gov used for sample data.
About Statistics.