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I am a SAS user. My company subscribes SAS/STAT, but not SAS Enterprise Miner. I called SAS and found out SAS EM is prohibitively expensive for individual licensing. I wonder if I can use SAS/STAT to solve most of Data Mining problems in Marketing Research.

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Yes. However if you like to use decision trees you are out of luck. There is no direct equivalent in SAS/STAT.

-Ralph Winters
there's proc dtree in SAS/OR though. not sure about its capability since i have never used it before.

and there is also a macro for CHAID (i think one of the favorites of marketing people).
http://www.stat.lsu.edu/faculty/moser/exst7037/treedisc.html

unfortunately it requires the SAS/IML product.
I work for StatSoft, but I am not in sales. I am not trying to sell you anything. This post is just food for thought.

Besides looking at SAS/STAT, you could look for a product that allows you to build and deploy models into the SAS corporate environment without needing SAS Enterprise Miner.

My company sells STATISTICA Data Miner with SAS deployment. Maybe other applications offer this too? It might be worth exploring...
try something free like R and Weka. SAS licenses are too expensive for small companies.

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