Software I have found useful (usually free and open source)

R
WinEdt - text editor that links well with R
Mesquite
Phylocom and Phylomatic
MikTex - LaTeX interface
Open Office - free, open-source office suite
Map Maker - excellent GIS and mapping software (plus cool screensaver)
Jabref - bibtex-based bibiography manager
The GIMP - image manipulation
Fine Print - print many pages of a document on a single sheet
Ghostscript and GSView pdf and postscript viewing software
pdftk - the pdf toolkit
pdfsam - pdf split and merge
Plot Digitizer - digitize photos

Statistical links

R help pages: General - Ecology - Phylogenetics
Andrew Gelman's webpage
Ben Bolker's webpage

Spatial statistics
spatstat website    S.A.L.     spatstat manual
geoRglm website