In many cases people use programs like Excel, Gnumeric or Openoffice.org spreadsheet to analyze large amounts of data. I always hated Excel, and when I switched to Linux about 3 years ago I learned about Gnumeric, but I always found it a little bit limited because I couldn't use macros.
Gradually, I learned to program and then I realized that I can process large amount of data with different programming languages. I also encountered programs like Octave and Matlab. So whats the big deal about it ?
Well alot! First of all when you work with spreadsheets you actually work on your data. This can harm important raw data and modify it. In many cases it is not very smart to actually work on your data. Second, I always found the way I plotted graph in spreadsheets very cumbersome.
So the benefit of actually programming are that you don't work on your raw data, and you can plot graph, espcially complicated ones very quickly, and that you are very flexible.
The trouble with programing in Octave/Matlab environment is that you really have to learn a whole new language and Syntax. I always wanted to learn Matlab but kept my hands off it because it is propriety software. About three months ago I started learning Octave and found it very powerful, but I didn't have the time or the real need to really go deeply into it.
But for the next time I will have to process large amount of data I will definetly try Octave or some programming environment.