From time to time I find software that amazes me. Google Refine falls into this category.
When we deal with real data, we find missing values, inconsistencies etc. that need to be cleaned before conducting any analysis. Fixing the problem manually is time-consuming and annoying, instead use Google Refine. It not only cleans data in a powerful way but also transforms data sets from one format into another or extends them with other data sets.
It is a desktop application which runs on your computer. Thus not a web service and there is no need to upload you super sensitive data to some other server. Of course Refine is for free.