Most popular language is placed most popular on top. There are two ways I'll show you: native and by using Guzzle library. First let's see how to get all matches of the 22th matchday of the Premiere League by firing an authenticated request:
    $uri = '';
    $reqPrefs['http']['method'] = 'GET';
    $reqPrefs['http']['header'] = 'X-Auth-Token: YOUR_API_TOKEN';
    $stream_context = stream_context_create($reqPrefs);
    $response = file_get_contents($uri, false, $stream_context);
    $fixtures = json_decode($response);
Though I like the puristic nature of this code, I think using a sophisticated library is way more convient. Assuming you have installed Guzzle via composer you can assemble an authenticated request like so:
    require 'vendor/autoload.php';
    use GuzzleHttp\Client;  
    $client = new Client();

    $uri = '';
    $header = array('headers' => array('X-Auth-Token' => 'YOUR_API_TOKEN'));
    $response = $client->get($uri, $header);          
    $json = $response->json();  
That not just looks way nicer but also gives you support and sugar you likely will need in case your projects grows. And when you finally get to that point, you will regret not having spend like 5 minutes to have set it up beforehand.
JavaScript / JQuery
Using JQuery a request works like so:
  headers: { 'X-Auth-Token': 'YOUR_API_TOKEN' },
  url: '',
  dataType: 'json',
  type: 'GET',
}).done(function(response) {
  // do something with the response, e.g. isolate the id of a linked resource        
  var regex = /.*?(\d+)$/; // the ? makes the first part non-greedy
  var res = regex.exec(response.fixtures[0]._links.awayTeam.href);
  var teamId = res[1];
Firing a small authenticated request using Python 3.4.2 on Windows platform looks like so:
import http.client
import json

connection = http.client.HTTPConnection('')
headers = { 'X-Auth-Token': 'YOUR_API_TOKEN', 'X-Response-Control': 'minified' }
connection.request('GET', '/v1/competitions', None, headers )
response = json.loads(connection.getresponse().read().decode())

print (response)
R is a programming language specifically for statistical purposes. Thanks to Karl for submitting that code sample:

url = ''
request = 'v1/competitions/?season=2015'
headers = c('X-Auth-Token', 'YOUR_API_TOKEN')
a = GET(paste(url,request,sep=""),
Recently I had to do some Powershell coding at work. So I thought I give it a try and see if MS added some sugar for RESTful APIs. Well actually they seem to know about that technology and really did! And it's just a two-liner (but missing the authentication header):
# check you are running powershell 3.0 or higher by running:
PS C:\> $PSVersionTable
Name                           Value
----                           -----
PSVersion                      4.0

# allright, now here we go:
PS C:\> $response = Invoke-RestMethod -Uri
PS C:\> $response.players | Out-GridView