I have the following:
Chessmaster 10
Rybka
Deep Fritz 10
Chessbase 9
I feel that Chessmaster 10's Chess Academy by IM Waitzkin is an exceptional learing tool for amateurs (of which I am one for sure). Also, my 6 year old daughter uses it often with it's multitude of chess personalities to present a good challenge for her. It's been the best software investment for me at less than $20 US. Only problem is that the chess engine consumes a lot of CPU resources, as in the CPU utlization of your PC will remain at 100% when Chessmaster is running. So...word to the wise, don't leave it on overnight or plan to use your PC for any other operations while it is running.
Chessbase is excellent for cataloging games, analysis and training for sure but expensive.
Rybka is of course simply a chess engine/plugin for other applications. From everything I've read online it's currently the strongest engine and not all that expensive.
Deep Fritz 10 - honestly I've hardly used it...
Rybka
Chessmaster Challenge
Crafty
GNUChess
Chess Mentor