I need a language to help me develop some data convertion utils, which includes librarys of MySQL,SOAP,XML,HTTP,Multi-Threading,File I/O and so on. and easy to learn, easy to modify and debug, just need console output. It can run in Windows and Linux. (I think script language is berter ^_^, I 've never release it, just help me to convert data.)
This sounds like things which are supported by all the P-languages, and Ruby, and the P-language derivatives like Jython. Pick a scripting language and go. Let's not have a flame-war here.
All the "p" languages perl,python, php support these (although php does not support multithreading but it runs inside a multithreaded Apache envirionment). Ruby and lua also offer extensive support.
Of the more exotic scripting languages groovy, jython and I think scala (not sure about its MySql support!) will support these.
And of course the compiled languages such as C#, Java, C, C++ will also support these.
If you know any of the above languages alreeady then just pick the one you like best and search for the appropriate libraries and packages.
If you are starting completly from scratch then the more "modern" scripting languages are probably the best ie. Ruby, lua or Python.