I thought I would post a list of the programs that I am using for my research and thesis writing. Maybe I can help you with problems you encounter, or maybe you can help me.
For the actual writing I’m using TeXworks and . Thus far these have served me well, except in the spell check department. I have it setup on OS X, but have not convinced my office XP to work.
To make nice graphics, I have been using Inkscape.
After seeing a particularly compelling conference presentation, I updated python and installed SciPy, NumPy and Matplotlib. However, nothing ever came of that and I started using R again because I already knew how to do the basics.
R is has been great for statistical calculations and plotting. Having spent more than enough time fiddling with plots, I can say that it is worth the effort to get what you want because saving a script is so simple and leads to easily reproduced/edited plots. I have learned a few tricks to outputting PNG and PDF graphics so that they look as I intend or have manageable file sizes. [I just (March 2012) discovered RStudio, which does a good job of organizing all the R windows and outputs. I really wish I had found it earlier as it would have made my life so much easier when regenerating my plots.]
Excel and Word are still part of my toolbox because I know them and can quickly piece analyses together that would take me ages using R or python.
For organizing project ideas, I usually use FreeMind. The newest version lets you export your mind map in formats other than PDF, which is convenient. The program is good for getting all your ideas organized.
Rob Hyndman provides a good introduction to LaTeX for the uninitiated.