James Davidson’s excellent and inexpensive TSM, which I have used for many years and can recommend highly.
If you are engaged in econometrics research, you might choose a package like RATS, Eviews, Gauss, or Prof. My sense of it is that there is no single “ideal” programming language – the best strategy is to pick an appropriate tool for the job and there are usually several reasonable choices one could make. I have written recently about the comparative advantages of different programming languages in the context of research and trading (see here).
