Which tool chose to learn Data Mining?

That is a typical question that I receive from friends that want to start learning data mining,  as most of them already have experience with databases I usually recommend SQL Server, the developer edition includes all the algorithms that come with the enterprise edition with a really attractive price of less than 50 USD.

Also compared with other tools like SPSS Clementine and SAS we realice easyly that the entry price level of them is prohibitive