Free Software for Windows:

Simulations

R: for statistical computing.

vPython: a visual simulation language.

Sage: a mathematical symbolic solver.

Elmer Open source finite element software.

Ptolemy Java modules for simulations, including modules for fast fourier transforms.

Coding in C/C++ and JAVA: eclipse is an integrated development environment for JAVA and C. It doesn't include a compiler so you will need MinGW for C/C++ and the JDE

gnuplot.

Hardware Programming

Arduino Software for programming the open source platform.

Processing.

Data Aquisition

ImageJ: An Image aquisition and manipulation package with many macros available.

Text Editors etc.

Emacs: A useful programing editor called emacs can be installed using either this source which has ESS built in for working with R or this source and instructions.

Latex--typesetting: TexWorks is a nice interface for Miktex.

OpenOffice: a free suite of programs akin to microsoft office.

Dropbox: Spread data among machines.