If you use R (and it seems like everybody does these days) then you should check out RStudio – an easy to install, cross-platform IDE for R. Basically it’s a seamless integration of all of the aspects of R (including scripts, the console, figures, help, etc.) into a single easy to use package. For those of you are familiar with Matlab, it’s a very similar interface. It’s not a full blown IDE yet (no debugger;