Well, since you asked, I have to mention:
Convekta publishes Chess Tactics for Beginners, Chess Tactics for Intermediate Players, and CT-ART (advanced)--these are fairly traditional options. Personal Chess Trainer is newer on the scene but also highly recommended--it includes tactics, strategy, and annotated endgame modules. These all assume you already know what a fork, pin, skewer, and discovery are--if not, you should begin with something that also includes beginner lessons like Chessmaster: Art of Learning (it also has intermediate lessons).
Since the time I made this thread, I've gotten Personal Chess Trainer, Chessmaster: The Art of Learning, and Fritz 11. Unfortunately I haven't been able to find any of the Convekta programs, but I think I have enough for the time being.
What software/games are the best for improving chess skills? I don't mean building up from scratch, but I mean for improving skills from an intermediate level? Fritz 11? Chessmaster? What other non-game or game-instructional software is good?