I am attending a course in numerical computing next semester, so I thought I could prepare this summer. My guess is that all of the stuff in the course is language independent, but it is cool to try to implement some of the algorithms and see how they work.
Conceptual understanding is more a goal than that of speed for the choice of language. My first thought was to use Python with NumPy. I have also considered learning Lisp, through Structure and Interpretation of Computer Programs (SICP) and doing numerical analysis in Lisp. What language should I choose?