Best Software for data analysis. Is SPSS any good?

if you are ok with perl and sql you should have no problem learning java and coding your own routines.
if not you could do worse thatn have a look at R.

What kind of data analysis do you want to do?

Analysis on Markets and Prices

I've got to say learning a new language doesn't sound too good. I'm just OK with Perl

monkey no worky, monkey no banana

wouldnt you need a good level of stats to drive R

yes, but he already mentioned SAS.
if you want to use stats properly, but don't want to learn stats properly, then what's the point?
(not to mention the danger element)

SPSS is great for stuff like Multiple Regression, Factor Analysis and basic tests of significant difference like ANOVAs and t tests. There is a syntax editor (which I don't use) as well.

ok cool. skimmed that bit :)

I'd go for R as well.

It can be used perfectly well as a stats package without having to write any of your own code. There's plenty of books and resources on the internet to help you use it.

SPSS was also extortionately expensive last time I looked at it. You seem to have to pay extra for every different thing you want to do and even then you're only licencsed to do it for a period of time before you have to pay up again.