Who are you, and what do you do?
I'm Fred Benenson, I work at Kickstarter on data. I split my time between research, engineering, and fixing the wifi. Previously I worked for Creative Commons and helped start the Students for Free Culture movement. I'm obsessed with emoji and currently have multiple Rubiks cubes of my desk.
What hardware do you use?
At work I just upgraded to a 13" Retina MacBook Pro from a 15" MBP from 2010. I had maxed out the new machine's RAM and got it with the SSD. If you haven't upgraded to an SSD, it's the single best upgrade you can possibly make. The 13" MBP Retina is a lot lighter to carry up and down stairs which I tend to do a lot of at Kickstarter HQ. I also have the ubiquitous Dell 24" LCD as an external monitor.
At home I have an iMac with a Fusion drive that I like. Previously I had a Mac Pro but Apple seems like they've abandoned the line, and I got fed up with swapping out hard drives and new RAM.
I also do a lot of computation in the "cloud" using an Amazon EC2 instance running RStudio. This is a Webkit-interface for the open source data / stats language called R, and the machine it is running on in Amazon's cloud has 32GB of memory. This much RAM is necessary because you have to assume R is going to try to load everything into memory. Amazon recently announced even beefier instances (224GB RAM with an SSD, etc.), but I haven't run into any walls with this one yet so I'm sticking to it. I frequently load 5-10 million row datasets into memory on this machine without problem.
This isn't at all impressive if you're used to working with "big data" or parallelized computing, but being able to manipulate and analyze millions of rows of data in memory using R is pretty sweet.
I used to do some professional event photography in NYC, so I have a couple Canon SLRs, and my 5D MkII is my favorite. I typically pair that with my Canon 50mm f/1.2 L lens, which I think is possibly one of the greatest lenses ever made, and shoot using manual focus in low light. I hear the MkIII's autofocus is incredible, so I've been contemplating an upgrade.
And what software?
I spend most of my time working with text and code, and since I'm a vim guy, I use Sublime Text 2 with vintage mode turned on. It isn't a perfectly faithful translation of vim, but it's good enough for most of my habits. Combining ST2's multi-cursor support with vim controls is mind-blowing if you haven't tried it before. Slicing and dicing code with a dozen cursors in realtime using vim commands is way more fun than writing regular expressions. It's revelatory, really, and allows me to look past all of ST2's other shortcomings (of which aren't all that many).
I recently switched to oh-my-zsh, which is a terrific "modern" shell that supports many wonderful helpers, conveniences, and themes. My current zsh theme is "crunch" which surfaces the status of the git repo I may be in, the Ruby version I'm working with, and the current timestamp inside my shell prompt.
Aside from RStudio, Hadley Wickham's libraries for R are essential. I make all of Kickstarter's static graphs using ggplot2, but couldn't live without his plyr, reshape, or lubridate packages.
Since a lot of my day-to-day data work begins with writing a SQL query, I use Sequel Pro extensively. The new version's icon is excellent, but other good features include the ability to save and export query lists, and good CSV export control. If you're writing SQL frequently and not using Sequel Pro, you're crazy.
What would be your dream setup?
If it existed (and it probably won't, ever), a 30" external retina screen driven by a 13" Macbook whose video card isn't underpowered and also has infinite system RAM.
Other than that, I'm pretty happy with my current setup.