Software Links

CAD Programs:

The best general CAD software available, My drug of choice for 2D drafting.  (I still prefer AutoCAD 2000 over any of the new releases)
Great software for designing electrical schematics and PCBs (printed Circuit Boards).  The free version is limited to board size and 2 sides but its more then enough for most hobbyist users.  Dont forget to check out Sparkfuns EagleCAD tutorial.  And don't forget to download the Sparkfun Parts Library.
The king of 3D drafting software.  Its crazy what you can do with this software.

Communication Programs:
Comm emulator program. Virtual serial port emulator.  Great for debugging comm programs
Terminal Server for the Xbee

Programming Software:

AVR GCC for windows. C programming enviroment for Atmel micro controllers

Atmels programming enviroment (use with AVRwin)

Arduino Programming Enviroment

Visual Basic 6: