The ever-increasing quality and complexity of astronomical data underscores the need for new and powerful data analysis applications. This need has led to the development of Sherpa, a modeling and fitting program in the CIAO software package that enables the analysis of multi-dimensional, multi-wavelength data. In this paper, we present an overview of Sherpas features, which include: support for a wide variety of input and output data formats, including the new Model Descriptor List (MDL) format; a model language which permits the construction of arbitrarily complex model expressions, including ones representing instrument characteristics; a wide variety of fit statistics and methods of optimization, model comparison, and parameter estimation; multi-dimensional visualization, provided by ChIPS; and new interactive analysis capabilities provided by embedding the S-Lang interpreted scripting language. We conclude by showing example Sherpa analysis sessions.