Use the best tool for the job
No program is the best at everything!
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Stata: Easy to use, but can be slow in places.
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C: Extremely fast (e.g. underpins gtools) but hard to learn.
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Mata: Stata's embedded matrix language, can be used to speed-up many simple tasks. Before even dreaming of learning something like C, you should look into mata if you're using Stata!
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Frames: Available from Stata 16, allows the user to have multiple datasets in memory.
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Python: Built-in interface from Stata 16; allows direct interaction with Python.