There are few interesting packages from the Spatial Data Mining and Visual Analytics Lab, especially:

• EntroMap: Detecting Spatially Varying Multivariate Relationships
• VIS-STAMP: A Visualization System for Space-Time and Multivariate Patterns
• SOMVIS: Multivariate Mapping and Visualization

S4 research group also has few useful tools, especially:

• GéoGrapheur: Exploratory Data Analysis Module
• Map Comparison Kit
• Darcy 2.0

CrimeStat is also worth having a look. Although focused on crime analysis, the functionality can be adapted to other purposes.

SANET is an ArcGIS toolset for analysis based on networks.

GeoSOM is a package for creating spatial Self-Organizing Maps.

Although lacking any mapping capabilities SaTScan is an essential tool for exploration of spatial and spatio-temporal clusters. Fast Spatial Scan from The Auton Lab can cope with larger datasets.