I'm working with R, it's very good for data analysis and time series. Today, I've used the xts package, it has a lot of functions for handling time series. I'd read data from SQL Server with RODBC and transformed the data frame to a xts series in very little time.
I work with Statiticians and economists. They use Stata, the propietary version, it's not bad, but I think that limits the posibilities because I can't develop reusable code and the syntax it's a bit tricky. R it's easy for me as a developer because its syntax it's more like C language and its packages are very awesome.
I think that I can do a lot of things with R about data analysis and stats.