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Chessbase is great if you're willing to pay, and even the Light version is enough for the requirements you've described. ChessDB/SCID is the most popular free choice.
And just to throw a little love to the Mac users out there, Rolf Exner's very excellent ExaChess database/toolkit application is available here. There is a free version in which the only significant limitation is a limit of 256 games per database.
I *love* this application.
I've been looking for some software that allows me to create a database of my own games (or just games I want to put into the database). Does anyone know of such a program?