I wrote a series of articles on creating a Data Science Laboratory over on Simple-Talk - you can find the complete list of articles below. The series covers installing various software tools and packages on a Virtual Machine running the Windows operating system. I think there's no substitute for installing, configuring and experimenting with various systems to learn how they work, and when you should use them.
Just having tools isn't enough, of course - you should combine these tools with a solid understanding of data science, including statistics, programming, and analysis. With what you'll find in these article, you should be able to implement that learning on your own system.
- Setting up the Data Lab
- Text Systems
- Testing the Tools
- Interactive Data Tools
- Programming and Scripting Languages
- Relational Database Management Systems
- Key/Value Pair Systems
- Document Store Databases
- Graph Databases
- Object-Oriented Databases
- Distributed File and Compute Data Handling Systems