Data
Links to many public economic data sources, via Amherst College Department of Economics (no need to redo the list here)
Quandl - search over 5,000,000 datasets, also a Stata package to access Quandl datasets
R
The R Project for Statistical Computing
One Page R: A Survival Guide to Data Science with R
Courser Course on R
Analyze survey data for free - R scripts
Python
Python for Economists
Python for Econometrics
Stats in Python
Quantitative Economics (Sargent and Stachurski)
NumPy for Matlab Users
Moving from MATLAB matrices to NumPy arrays
PySAL: Open Source Python Library for Spatial Analytical Functions
PEP 8 - Style Guide for Python Code
python4econ blog
Python Programming Language by David Beazley
Other Programming
Numerical Recipes
Data Ninja (no longer updated)
Writing Efficient Code (for economists)
Writing a Research Paper
General Guidelines, from Don Fullerton
Specific Guidelines, from Don Fullerton