Free Software for Windows:
SimulationsR: 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
Hardware ProgrammingArduino Software for programming the open source platform.
Data AquisitionImageJ: 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.