Sql Server is a great tool for data analysis, especially when talking about large amounts of data. There are multiple versions of Sql Server, I suggest you to download the newer stable edition, In this case we are talking about Sql Server 2017.
There are multiple editions from Sql Server 2017, going from Enterprise to Developer, they have different characteristics.
Express Edition. This edition is free to use but you only have a Maximum database size of 10 GB. I don’t recommend using this edition in production, especially when doing data analysis because your databases might seem not big at start but after a few months (depending of your business) you will need to manage large amounts of data and you will need to migrate your database to a better edition.
Developer Edition. When you are not working on a production environment and you want to have almost everything that enterprise edition has to offer with no cost. This version is very useful. You can use it when you want to prepare for a Sql Certification or you want to develop software using Sql Server without any restriction. It used to cost 50 dollars before but since version 2014 Microsoft decided to make it free.
Standard Edition. This edition is specially design to cover your basic Sql Server functions on a production environment (license is not free), this version lack some BI tools and some analytical advanced functions. An advantage over express edition is that you don’t need to worry about your database size because max database size for this edition is 524 PB (Petabytes). If you only want to analyze data with your team using Sql Server or developing apps using this Database at work without some advance analytical tools, this is your version.
Enterprise Edition. This is an advance edition of Sql Server, it is complete and it contains everything Sql Server has to offer you. This version is optimized and it has a lot of functionalities and tools that Standard Edition lacks, price is a lot more than Standard Edition but it worth it. This version is more likely to use by a mid to big size company for price and functionality reasons. If you want to use some advance Sql Server functions this version is for you.
In my case I am using Standard edition at Job and in home I´m using Developer edition (For Learning reasons).
You can download Sql Server 2017 from official site.
There you will be able to download Express and Developer edition. Online installer will take some time to download Sql Server 2017 files but it will not be a lot (Depending on your internet speed.)
Sql Server 2017 Edition pricing is here.
If you want to install Sql server 2017 there are a lot of tutorials for installing it, I recommend you to check this one.
SqlAuthority is a has a fantastic blog dedicated to Sql Server Optimization and Performance Improvement, This blog saved me a ton of times when I had to deal with Sql Server problems at Work.
You can check complete Microsoft Sql Server 2017 edition overview here
I hope this article to be a guide or at least a help for you to pick the Sql Server edition that fulfills your needs.