Best Way to Determine a Statistical Model?

I’m looking for the best way to determine a statistical model. I have a lot of data that comprises some (not all) variables and the associated outputs. Now, I would like to solve for the weights for the variables.

In the past I used Excel as well as a now defunct super spreadsheet application.  Weka was recommended, but I’m curious what other options exist. Is there a software package that will run different regressions, ultimately provided the best fit model?

Any help will be appreciated!