GUI's:

Arena 3.0: http://www.playwitharena.com/?Download:Arena_3.0

Tarrasch: http://www.triplehappy.com/

Engines:

Houdini: http://www.cruxis.com/chess/houdini.htm

(Updated 10.04.11: Robert Houdart's own site: Set up information: 32 & 64 bit versions of Houdini 1.5a)

Fire, Robbolito, Ivanhoe, Cyclone, Demon, Toga II:

http://www.chesslogik.com/index.htm

Lots of free engines here:

http://www.powerchessproject.org/downloads/engines/

I'll update this list regularly, just message me if you have a good link for inclusion.

What is meaning of GUI? 

Graphical User Interface.

More free engines here, courtesy of Westport Chess Club:

http://www.westportchessclub.org/downloads/Engines/

That link no longer works. Use this one:

http://www.powerchessproject.org/downloads/engines/

anything available for ubuntu?

which is the stongest one u prefer which is available 4 free,also wether it support analyse of games too