This is a very old thread, but I wanted to point out that
PDL is an excellent Perl extension that handles major number crunching, and a number of years ago Maggie Xiong created
PDL::Stats, a wrapper around the statistical functions provided by the GNU Scientific Library. You can certainly accomplish a great deal of statistical analysis using Perl and these extensions, but there is no single source of documentation that will tell you how to stitch together database management, statistical analysis, and data visualization. All of these, I presume, are tied together nicely with SAS. To start learning about PDL, you should check out the PDL Book. The table of contents along with a download of the PDF are listed here:
http://pdl.perl.org/content/pdl-book-toc.html