Most interesting data-analysis problems require multiple iterations. It's not a bad idea to take a couple quick exploratory passes at your data with interactive command-line tools, look at its shape, figure out what areas you need to take a closer look at, and then write real programs to work specifically with those.

I've gotten surprisingly far using just curl/cat/cut/sed/awk/wc & friends. When I need to build on top of that, I go write a real program, but the UNIX-fu tells me what I need to build on top of.