BibTex: Created for use with LaTeX software, but now compatabile with other software. Widely used in math, science and engineering. More help can be found in the Rough Guide to BibTex.
Zotero: Works within your web browser to capture and organize citations from the web, journals, library catalogs, etc.
Mendeley: Works within web browser or desktop client to capture and organize ciations from the web, journals, catalogs, etc. Also provides PDF storage and social networking features.
EndNote: Available for download and supported by Duke