Perl

I'm sure there are sites I have found useful...

R

http://www.r-project.org/ - Download R

Statistics with R - I find the customising graphics section useful when trying to work out how to produce more complex plots.

Lab Protocols

http://www.protocol-online.org/ - Protocol Online, a collection of protocols for all kinds of bio experiments.

Next Gen Sequencing Analysis Tools

Tophat used to find splice-junctions in RNAseq data. Mega fast, for a 12Mb genome and quite a few million reads it runs in ~10 hours on a single macbook! Also try out Cufflinks, it seems to work very nicely.

Gbrowse an easy-to-use genome browser suitable for displaying masses of data!

Samtools convert between SAM and BAM, indexing etc.

Bedtools useful for manipulating bed/gff, bam to bed conversion.

Other

"ARSER", to detect phase of gene expression. It seems to be a very quick script, though a pain to get to run. Repeated attempts to get it going on my macbook failed, I managed to get it running under Windows using Python 2.6, R 2.9.1, scipy 0.7, numpy 1.4 (scipy 0.7 needs this), matplotlib 1.0.1 and the latest version of rpy (NOT rpy2!). You also need to make sure you have the required R extensions.