S-Plus and SAS are both very important statistical software packages. Although it is possible to use only one of them, the combination of SAS and S-Plus is far superior to either one alone. S is weakest in those areas where SAS is most capable, and vice vera. S-Plus has more types of data objects and gives you exploratory tools so that you can analyze your data step by step. You would better understand each step to make sure S-Plus is doing the right thing for you. On the other hand, SAS takes your data and does specified statistical analysis and gives you a comprehensive report. Simply put, S-Plus is stronger at exploratory statistics, data visualization, statistics method development while SAS is preferred for serious analysis, especially for large data sets.
If you would like to install SAS on your PC, you need to submit a problem to obtain a license. This license valid for one year and you will receive a yearly renewal notice in campus mail.
On the stat network, SAS is installed under /usr/site/sas/bin and you can start it with command sas. (Again, if $PATH is not properly set, add /usr/site/sas/bin to your $PATH). Many students find that the command editor in SAS is not very convenient. If you feel the same way, edit your script in emacs and paste them to SAS.
It is possible to use SAS within emacs/ESS but I have not figured out how to set up ESS for SAS. Please email helpdesk mailto:helpdesk@stat.rice.edu if you have success in doing so.