I think Python is the biggest hidden gem in statistics. It's had a tremendous impact on machine learning and algorithm development, yet traditional statisticians still rely on SAS/R/Stata/MATLAB.
All of these languages have libraries that produce the same results, the difficulty is mangling the data into the correct input format. Python's list comprehensions are much, much easier to use than MATLAB matrices, R's data frames, Java's ArrayLists, etc. I'd advise any new graduate student to learn how to plug data into traditional programs, but save yourself a headache and perform your data manipulation in Python. Eventually you can take the leap and do the analysis in Python as well.
All of these languages have libraries that produce the same results, the difficulty is mangling the data into the correct input format. Python's list comprehensions are much, much easier to use than MATLAB matrices, R's data frames, Java's ArrayLists, etc. I'd advise any new graduate student to learn how to plug data into traditional programs, but save yourself a headache and perform your data manipulation in Python. Eventually you can take the leap and do the analysis in Python as well.