Python, Bayes and Monte Carlo
Python is a great language for knocking together some code to do something useful. It's interpreted so easy to make quick changes. As it stands it has loads of powerful commands and language constructs but then there are many, many extra specialist 'modules' you can use to add specialist functionality (advanced maths and graphics, data mining, AI, linguistic analysis … and so on).
You'll find Python code all over this site but here is an example to show you the sort of quick and dirty application I use it for.