My general logging program is DXKeeper which is part of the DXLab suite of programs. However, for serious contesting (making more than 15 - 20 QSO's per hour in a contest), specialized contest software makes contesting much easier.
My contest logging software is N1MM's great freeware package. It can be downloaded from this page. The software is updated quite often and the number of updates can be daunting at times. However, you only have to download the latest update to get all the fixes.
Although not software, a gadget I couldn't see living without is my USB micro Keyer from Microham. It allows the N1MM software to take control of the radio. The automation it provides is essential when you start hitting 40 - 50 QSO's per hour. It works with other contest software packages and most modern radios. There are some cheaper alternatives too, if your PC has serial ports.
Another software tool I use for contests is mrecorder to record the received audio. It can be downloaded from OL5Q's page.