ROOT from CERN and IDL are two very full featured data analysis and plotting packages.
I was just about to mention ROOT! It's one of the main analysis tools I've been using for my thesis. (Experimental physicist here.) It has a large user community and great documentation available at the website. Even better, it's recently been put under the LGPL. There are unofficial Debian packages of it at mirror.phy.bnl.gov and it ought to be entering Debian proper within a few months. (I know this because I am the Debian developer who intends to sponsor the packages :-)
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