1. LaTex: a powerful typeset editor, where you focus on writing and not on formatting. It takes care of all the headings, page numbering, figure/table/equation numbering, TOC, bibliography/citation, and more. Although the learning curve is rather steep, once you get the hang of it, life becomes so easy. For windows: you need to get MikTex and any LaTex editor, such as LEd, LyX, or WinEd
2. R: awesome statistical package with wonderful graphics components. Producing stunning graphics and statistics has never been easy. It had me at summary. Any software that can do produce the following, just by giving summary(iris) command has to be great:

Summary produced by R of the iris data set

In my thesis, I had plenty of equations, and every time I made some significant changes, MS Word happily would turn those equations into empty white boxes — and then I had to rewrite them. In retrospect, I find it ridiculous that I was entering citations manually. So every time I added a new reference, I would manually change the bibliography page and the page where I cited that reference. With LaTex, it is just a breeze to do all this.

Descriptive stats, Box-plots, normal curves, neural network, charts with LaTex equations, and a lot of more stuff, all could be easily done using R, and the best part is “repeatability.” With simple commands, you could export all the charts as images for various data sets or for various training algorithms. No sweat! Try that with Excel. (I did some years ago).