Gregory Piatetsky-Shapiro answers:

There are many commercial and open-source packages (see KDnuggets: Software).

Software suites are most popular. They generally offer many methods, including classification, clustering, and data preparation.

Specialized data mining software is also available for

• Classification: building models to separate 2 or more discrete classes using
  • Multiple methods
  • Decision Trees / Rules
  • Neural nets
  • Bayesian methods
  • Support Vector Machines (SVM)
  • and other classification approaches
• Clustering and Segmentation
• Statistical Analysis
• Text Analysis, Text Mining, and Information Retrieval (IR)
• Visualization
• Web usage mining: clickstream and log analysis
• and other data mining tasks.

KDnuggets was running annual polls on Data Mining Software Usage, which offer some measure of tool popularity -- here is the 2009 KDnuggets Data Mining Tools Used poll.

There are several surveys of data mining tools:

• Third Annual Rexer Analytics Data Miner Survey, examined the behaviors, preferences and views of 710 data miners.
• Second Annual Rexer Analytics Data Miner Survey, examined the behaviors, preferences and views of 348 data miners
• How to Choose a Data Mining Suite, by Robert Nisbet, DM Review, March 2004.
• Data Mining Tools: Which One is Best For CRM?, by Robert Nisbet, DM Review, January 2006.
• A Survey of Data Mining software Tools, by Michael Goebel and Le Gruenwald, SIGKDD Explorations, June 1999. Volume 1, Issue 1