Online study aids
Crosswalk.com Bible study tools page
A very extensive collection of online Bible study tools, including over 20 different translations, parallel study Bible, commentaries, concordances, dictionaries, you name it.
The Blue Letter Bible
A very interesting online study Bible based on the King James version, with blue letter "buttons" for every verse. Click on a button to instantly bring up cross references, concordance (with parallel Greek/Hebrew text for every word), commentaries, alternate translations, dictionary entries, even hymns and images related to the verse.
Bible.com
A good place to just read the Bible. This site has 24 English translations online, including versions not available for free elsewhere (like the NIV). Check it out.
Free software
A group that develops free, cross-platform Bible study tools. Many Bible translations, commentaries, dictionaries, and study tools available for free. Makes reading 6 translations at once and cross-referencing to the Greek and Hebrew texts almost easy.
Commercial Software
Logos Bible Software
Home of Logos Bible Software Series X, a very good, complete, expandable Bible study system. (Hey, if it's got "X" in the name, it's got to be good, right?) From the Home library at $150 to the $599.95 Scholar's library, there's something for everybody. If you're tired of the online stuff, and are ready to spend the money on good computer based study tools, it's worth a look. Even the base Home Library is more than most people will use.