May the Force be with you
Salesforce is popular and popular, but does not come with a lot analytics, maybe it does come with third party apps. But as we all love to do geeky things, here you go
#1. the command line tool, yes, we all love the black/white terminal, as just said, we love to do geeky things https://github.com/heroku/force
#2. the bit modern exploer force.com explorer, that is good for exploration of the objects and ad hoc #SOQL queries http://wiki.developerforce.com/page/ForceExplorer
#3. R, yes, we haven't forgot you, there is always a package for the thing you need http://cran.r-project.org/web/packages/RForcecom/RForcecom.pdf
#4. Tableau, yes, the cool, sexy visualization tool, that comes with a built-in salesforce connector. Does it come with a cost.