What do you folks prefer? I have been using Stata for a while and I am used to it but want to explore SAS. I have used Eviews as well but still Stata is probably the better of the two when it comes to handling panel and cross-sectional data. While Eviews is particularly good with time-series, it is pretty bad with other forms of data.

How many of you actually use SAS?  I know most of the firms have both SAS and Stata but end up using SAS most of the time. I haven't had the need to manage millions of data, so, Stata is working fine so far. But, I think it is time to update myself. And, do people still use SPSS? I hear its really user friendly...

Yes you are right. Strata does better with cross sectional data. Eviews with Time series.

SAS can take care of both. Auto-generates segmentation models, EM can be used for data mining, Forcast studio for time series. Web report studio for web reporting. -- A whole new ball-game, so to speak. Again SAS under UNIX is more powerful then anything you have seen.

SPSS is dumb. Cant compare with anything above.

Try GAUSS if you get a chance. Its daddy of all. Free I guess, but needs hard core coding. I guess university of Arizona has a whole website dedicated for it and you can get codes for free, if you know how to use them.