High on my reading list, Data Science at the Command Line, by Jeroen Janssens:
This hands-on guide demonstrates how the flexibility of the command line can help you become a more efficient and productive data scientist. You’ll learn how to combine small, yet powerful, command-line tools to quickly obtain, scrub, explore, and model your data.
Discover why the command line is an agile, scalable, and extensible technology. Even if you’re already comfortable processing data with, say, Python or R, you’ll greatly improve your data science workflow by also leveraging the power of the command line.
The site is worth a skim – tons of pointers to interesting CLI tools for working with data, including the excellent csvkit for working with tabular data, jq for processing JSON streams, and tons more. There’s also a Vagrant image so you can run a virtual environment with a bunch of tools pre-installed on your OS of choice. (Installing Vagrant on Windows? I wrote a short guide for that here.)