This page contains links to some software that is... uh... useful. And better still, free! However, if you're going to use these a ton it might be worth donating to them so that they can keep this stuff going.
All are for Windows, although there are versions for other OSs, I think.
This program allows you to create pdfs from just about any file. I have usually used it in MS Word, but I think you can use it elsewhere too. You install a small program on your computer, and it adds a "printer" to your print window. So when I want to create a pdf from a Word doc I just select File -> Print, then choose CutePDF Writer as the printer. It asks me to tell it where to save the file, and then it creates the PDF in that place. One note of caution -- I had slight trouble with this recently when people couldn't see some of the text in my pdfs. Once they upgraded their Adobe Acrobat Reader to the latest version the problem was resolved.
LyX is a WYSIWYG (what you see is what you get) way of using LaTeX. LaTeX does many of the same things that a word processor does, but in some situations it's better. One challenge with LaTeX is that it often requires you to work with source code (i.e., stuff that doesn't look like what you want to produce). LyX looks basically like the stuff you want to produce on the page, but hides much of the hard stuff. Some useful sites re LyX and LaTeX:
The name is short for GNU Image Manipulation Program. It is basically a free Photoshop, although I don't know how its functionality compares to other programs. For basics, though, it is fantastic.