GeoDa has been around for a while. It is a great and user-friendly tools for spatial analysis. It was however only available for Windows. That was last time I looked (quite some time ago).
I just checked out their website, and to my pleasant surprise, there is a new version, OpenGeoDa, which is not only cross platform now, but also open source (under the GPL v3.0 license). The functions / options are very similar otherwise, so users of the older legacy GeoDa should have no problem using OpenGeoDa instead.