R

• R for Mac, Windows, or Linux 
• RStudio for all platforms

SAS

• Trainings from SAS community website 

Stata

• Company website
• (HBS personnel) Stata licensing

Unix shell

• bash website (though not necessary for Mac/Linux systems)
• Git bash for Windows

Git

• Unix client for Mac, Windows, and Linux
• (optional) Desktop GUI for Mac and Windows

For Web Scraping

• Chickenfoot: A FireFox extension that allows you to script web page manipulation and the ability to intelligently download data into a useable file from your browser.
• DownThemAll: A FireFox add-on that allows you to download all the files or images in a webpage and more.

In Python

• Requests allows you to send HTTP/1.1 requests easily.
• lxml is an easy-to-use library for processing XML and HTML in the Python language.
• Beautiful Soup is a Python library designed for quick turnaround projects like screen-scraping.
• Selenium and Headless Chrome is useful if you need to interact with a browser or the site needs to run JavaScript.

In R

• rvest is web scraping package for R. An example using this package can be found on the RCS Statistics Blog.