I love using KeyNote (http://www.tranglos.com/free/index.html). I tried using it as a place to manage my lists, but now it's primarily where I go to think about my goals. The tabs and tree structure make it easy to move things around, take notes, etc. Not an all-in-one solution, but an outstanding piece of freeware.
What's your favorite freeware? How do you use it?