> I'm a bit confused (trying to get the Scipy, Numpy, Pylab, Matplolib
> story straight, before I plunge in)
Numpy is the common core, providing N-dimensional arrays and math;
matplotlib is a plotting library, using numpy; scipy is a collection of
math/science functionality, also using numpy.
But don't forget ipython, which provides a nice interactive shell:
http://ipython.scipy.org/moin/