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Emile comments on What topics would you like to see more of on LessWrong? - Less Wrong Discussion
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That could be useful (R is open source too, and seems to be more popular than Octave or even Matlab).
What would also be useful would be tips on how to present data in a understandable, attractive, and non-misleading way (i.e. not a bunch of tables or a basic unreadable scatterplot).
I'm thinking of Razib Khan's posts, who tend to have nice eye-candy. Developping those kind of skills in LessWrongers would be neat.