LEHD Data products: QWI Explorer, J2J Explorer, PSEO Explorer
Survey of Income and Program Participation data and resources: (US Census Bureau) (NBER)
A synthesized version of SIPP with linkages to administrative record data. (Census Bureau Synthetic SIPP)
The Current Population Survey Basic Monthly Data at NBER
Uniform (cross-sectional) CPS data by IPUMS
I use fortran and Matlab for computation/numerical simulation. For fortran, I use Intel's compiler and Math Kernel Library.
Some useful links I've come across for coding examples and various subroutines:
John Burkardt keeps a huge list of programs, subroutines, and libraries in several languages here: John Burkardt's web page
Jason Blevins maintains Alan Miller's fortran source code repository here: Alan Miller's Fortran Software
Hans Mittelmann's Decision Tree for Optimization Software is a good resource for finding open-source optimization routines for a variety of problems in several languages: Decision Tree for Optimization Software
Arnold Neumaier's links and resources on global and local optimization: Global (and local) Optimization
Archive of coding materials maintained in REPEC. The programs provided in articles published by Review of Economic Dynamics can be especially useful: https://ideas.repec.org/i/c.html