Adobe Illustrator
Adobe Illustrator CS4 Adobe® Illustrator® CS4 software is a comprehensive vector graphics environment.

Dia
Dia is a gtk+ based diagram creation program released under the GPL license.
Dia Homepage
Dia is available for Microsoft Windows. Version 0.97 from Softonic.com.
Dia Links.

CorelDRAW
CorelDRAW Graphics Suite X4

Google Sketchup
Google Sketchup, to create, modify and share 3D models.

Inkscape
Inkscape review from Linux Journal.
Download page for Mac OS/X, Linux and Windows.
Guide to a Vector Drawing Program
Un-official manual by Kevin Wixson

Karbon
Karbon is a vector drawing application with an user interface that is easy to use, highly customizable and extensible.
Karbon from KOffice.org

Microsoft Visio
Microsoft Office Visio 2007.
Visio Educational Shapes, Microsoft download link.
Office Visio 2007 for Students, academic shapes from Microsoft.
Mathematics: 3-D Geometry, Analytical Geometry, Angles, Circles & Ellipses, Common Functions, Exponential, Logarithmic, and Power Functions, Hyperbolas and Parabolas, Plane Geometry, Sets, Sine, Cosine, and Tan.

SVG
SVG (Scalable Vector Graphics) is an open W3C standard for describing two-dimensional graphics.
SVG is a language for describing two-dimensional graphics and graphical applications in XML.
Drawing software, like Inkscape, saves drawings in SVG format.