$this->data was used till cakephp 1.3

$this->request->data has replaced the $this->data array from cakephp 2.x onwards.

For backward compatibility $this->data is also still supported.

$this->request represents CakeRequest object and is accessible in Controller, Views and Helpers.

Request and Response objects: http://book.cakephp.org/2.0/en/controllers/request-response.html

source: http://stackoverflow.com/questions/10164203/difference-between-this-data-and-this-request-data