If you're interested in taking data from an Arduino and running it through some hard-core analysis, then a tutorial by Instructables member "mangopeach" will be of interest. They've demosntrated how to create a software link between an Arduino connected via USB to a PC and then to MySQL via python to allow data capture and analysis. The tutorial assumes some python knowledge, however code examples are provided for Arduino and python to get you started.
Great for more permanent installations or laboratory use - and this type of interfacing holds some interesting potential, so visit the Instructable to get started. And for more, we're on twitter and Google+, so follow us for news and product updates as well.
If you're new to Arduino, the first step is a solid board for your projects - our Freetronics Eleven - the Arduino-Uno compatible with low-profile USB socket, onboard prototyping space and easy to view LEDs: