I worked as a stonemason('s assistant) so I know!
<raises hand> Me me me me me pick me!
Chisels and a mallet :Y
Never worked on marble but I'd imagine it's roughly the same. Saws and big chisels to get it to a rough shape then a variety of chisels for the carving (including ones with kinda serated edges which seem better for following contours and stuff to shave bits off, less likely to slip). Then files and things for smoothing.
The mallets are cool. Still round-headed like described in Pete's thing.
But yeah, it's amazing that stuff like this (much later than your classical example) was carved without making a devastating mistake:
http://www.loststudies.com/1.3/neobaroque/teresa.jpg