If you want a free simulator I recommend LTspice, as MRCecil stated.
If you don't mind paying, then there are many good ones such as Pspice, Electronic Workbench (Mulitsim), Intusoft, Beige Bag, etc. I have found Electronic Workbench very easy to use. Just Google the name for a link.
It really depends on what type of circuit you are making. For analog circuits a program such as LT Spice is good. It's only restriction is that it only simulates the LT series of chips. If you will be using micro-controllers try something like Tina or MATLAB. These are both very good programs. If you are just messing around with logic gates a nice online applet can be used here. It also does analogue but it isn't as accurate: Circuit Simulator Applet
It really depends on what type of circuit you are making. For analog circuits a program such as LT Spice is good. It's only restriction is that it only simulates the LT series of chips.
Please refer to the previous posts. If you have checked the suggestions kindly offered by the other forum members, and if they are not suitable for your needs, you may need to rephrase your requirements and ask your question again - possibly stating why the suggestions do not fit your needs.