MiKTeX Project: free distribution of TeX/LaTeX for Windows systems. You may need to install Ghostscript and GSview too for viewing, plus a TeX editor (see below).
WinEdt Shell (shareware): editor and shell for MS Windows ideal for the creation of TeX/LaTeX documents.
TeXnicCenter: Integrated Development Environment (IDE) for writing TeX/LaTeX-documents on Microsoft Windows platforms - Nice editor comparable to WinEdt but free.
Texmaker: A free LaTeX editor integrating many tools needed to develop documents with LaTeX in just one application. Texmaker runs on unix, macosx and windows platforms, and is released under the GPL license.
TeX/LaTeX on Macs
MacTeX: produced by the MacTeX TeXnical working group of the TeX Users Group (TUG).