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Since i didn't really spend much time with anything but Python lately I will limit myself to this language. The IDE and editors are chosen for multi functionality with many languages:

Python:

One of the strength of python is its packaging of modules (besides many more). Under Linux and Mac packages can be easily installed on the fly. For windows this is a bit more complicated.

In general I would recommend to use one of the two big packed distributions as your base installation. These contain usually all the modules you will and much more, like advanced consoles like Ipython...

Recently Anaconda has become a strong package for python uses. It contains pretty much everything that you need to get started: https://www.continuum.io/downloads

Enthought EPD is a commercial package that is free for educational use. Some of their 3d modules are non free but the rest is just a nice package https://www.enthought.com/products/epd/

Pythonxy is a free package for scientist and was before anaconda my first choice. It contains spyder (see below) and a nice small launching platform for scripts https://code.google.com/p/pythonxy/

Editors:

Some people swear on IDE (integrated developing environments), others on an simple editor as notepad. I personally like a mixture of them. Here a few suggestions sorted towards more IDE:

Data over lines (new category, just started)

Data Scientist

There is a whole bunch of books and packages that make working in python nicer. An important one to check out is Jupyther. It is part o of the packages that I recommended above.

Important packages to cast an eye on:

Scipy: https://scipy.org/  This new page give a nice overview of the currently available packages that make working with data nice in python 

Pandas http://pandas.pydata.org/

numpy http://www.numpy.org/

It happened quite often that ascii files you retrieve are strangely separated. this CSVeditor has helped me often to clean up data http://csved.sjfrancke.nl/  

A nice tool for data munging is also the pure python environment http://www.reinteract.org/ it pretty much behaves like an integrated console mathematica/maple style like. but with python, you can alter previously calculated things and recalculate everything. very usefull for data munging