A couple of suggestions:
Scikit-learn - this machine learning tool on Python is very popular. It features a wide array of tools and its IRC channel is a great way to get your questions addressed.
probml/pmtk3 - this is a probabilistic modeling toolkit for Matlab/Octave and it supports many probabilistic models and algorithms such as linear and logistic regressions, SVM and Gaussian processes, and Bayesian inference and Maximum Likelihood estimation.
Weka - this is a comprehensive collection of machine learning algorithms for data mining and predictive analytics. Since Weka is fully implemented in Java and has great graphical user interfaces, it is convenient and user-friendly.
I personally love Scikit-learn, as it is robust, fast, easy-to-use, and well-supported. It also has a clean API, which makes it versatile for external users/applications.
Hope you found this helpful!