If you have links to add here, please e-mail me.
A very cool shareware program for Windows that allows you to design GURPS characters, calculating all costs, skill levels, and attribute modifiers, taking into account Advantages and Disadvantages. With customizable data files and a companion program for customizing printed character sheets, it does everything for you!
A freeware "rival" to GCA (above), with more support for templates and equipment. It's a larger download and installation than GCA.
This page has a variety of other freeware and shareware programs for SJG products, such as GURPS, Car Wars, Ogre, and Illuminti.
Makers of TableMaster, which besides being a good dice roller, can generate results from any random table you create. You can make tables from your favorite RPGs (like hit location, random encounters, statistic generation, etc.) or have it generate anything from dragon hoards to weather reports to Japanese names. It comes with lots of sample tables, and there are several useful and cheap add-on packs (for scifi and fantasy genres, mostly.) There is a DOS and Windows version.
Wintertree also has some font collections and other shareware and freeware downloads for gamers.
I particularly like the The Ibuki Trading Post.
The IGO game is a nice introduction to go. I haven't checked out the other stuff they have available for download there, but it looks interesting!
The Many Faces of Go -- one of the best Go-playing programs.
I haven't checked out them out, but this page has links to several other gaming utilities.