Once you've determined your research question and your data source the next step is to determine your preferred analysis tools.

Web analyser provided by the survey host
Many of the international data sets offer a facility to conduct analysis online using a web analyser. This is suitable for most analyses where you are happy with the classification of variables used. These sites also offer guidance on how to use the web analyser. Nesstar also provide a helpful guide to getting started:
Nesstar Help

To access the web analyser for the European Social Survey go to
http://nesstar.ess.nsd.uib.no/webview/

To access the web analyser for the World Values Survey go to
http://www.worldvaluessurvey.org/

Proprietary analysis package such as SPSS, Stata, SAS, HLM
For many analyses however you will want to bring the data into a specialist package where you have more flexibility to manipulate the data. Unit 1 in this series has already covered some of the issues in downloading into specific packages.