When analyzing data for customers I usually start with a tool like Weka or occasionally write custom analysis code. The GUI tool RapidMiner (used to be called YALE) provides a nice environment for setting up experiments by selecting operations and models to apply to your data sets. RapidMiner uses Weka, libsvm, JAMA, and several graphics visualization libraries. RapidMiner has data loaders for relational databases, spreadsheets, comma delimited files, etc.

It is well worth watching the demo video for a quick introduction before working through the tutorial.