I recommend using Python for data analysis, and I recommend Wes McKinney’s book Python for Data Analysis.
I prefer Python to R for mathematical computing because mathematical computing doesn’t exist in a vacuum; there’s always other stuff to do. I find doing mathematical programming in a general-purpose language is easier than doing general-purpose programming in a mathematical language. Also, general-purpose languages like Python have larger user bases, are better designed, have better tool support, etc.
Python per se doesn’t have everything you need for mathematical computing. You need to combine several tools and libraries, typically at least SciPy, matplotlib, and IPython. Because there are different pieces involved, it’s hard to find one source to explain using them all together. Also, even with the three additional components mentioned before, there is a need for additional software for working with structured data.
Wes McKinney developed the pandas library to give Python “rich data structures and functions designed to make working with structured data fast, easy, and expressive.” And now he has addressed the need for unified exposition by writing a single book that describes how to use the Python mathematical computing stack. Importantly, the book covers two recent developments that make Python more competitive with other environments for data analysis: enhancements to IPython and Wes’ own pandas project.
Python for Data Analysis is available for pre-order. I don’t know when the book will be available but Amazon lists the publication date as October 29. My review copy was a PDF, but at least one paper copy has been spotted in the wild:
Wes McKinney holding his book at O’Reilly’s Strata Conference. Photo posted on Twitter yesterday.