It can also be run on mainframes, which is where I originally learned it.
Yup, as Klaz says, it's pretty easy to pick up. I learned a little VB first, then moved to SAS, and I found it syntactically fairly similar to VB. It's a bit of a shift from SQL though. SAS processes data record by record for the most part, which opens up a whole range of things you can do compared to SQL, but it might take a while to get your head around it. I know that learning SQL after SAS I found to be a bit difficult at first.
SAS I've found is quite big in Banks and other financial institutions (such as insurance), also some government organisations over here in Australia use it. There is also a component of SAS used in pharmaceutical trials, but I've actually never met anyone who knows that stuff so I wouldn't know how to even get started there. Also CRM (Customer Relationship Management) organisations and some marketing type orgs use it for their data processing (that's what I do now).
When I originally got started I took on a trainee position at a bank, I actually took a bit of a pay cut to get there, just so that I could get the experience. This worked out quite well, they trained me up, my pay went up rapidly, and they had me there for just over 2 years (I think it's a bit rude to "eat and run" so I stayed for a while). The easiest way to learn is to be using it, and it's good to have someone who can critique your code. It's really easy to write code that works, but it can be really inefficient. Feel free to post code up here for critique if you like.
Good luck.
Chris
Business Analyst, Code Monkey, Data Wrangler.
SAS Guru.