Most use Holdem Manager or Poker Tracker.
I prefer Holdem Manager.
There are also some standalone programs that do nothing but stats, but I have no experience with those.
"data mining" refers to opening tables that you're not playing at to gather stats to use while you're playing. I think that's not allowed anywhere anymore. But getting stats while you're playing is perfectly legal, and I think has become a part of online poker that's not going to disappear, and at some point in stakes you put yourself at a significant disadvantage if you don't use them.





