Free for the Downloading
If you are looking for a good introduction to using statistical reasoning in the social sciences, you can do far, far worse than reading Edward Tufte's Data Analysis for Politics and Policy. Reading it before firing up a statistical package will help you better understand what statistical tests mean and how they ought to be applied.
Through the magic of the Internet, it is available for free from Tufte's own website.
Labels: Edward Tufte, free things, statistics