Chess analysis software is only really good at finding tactical mistakes. I've found it no help when it comes to improving my planning or positional understanding. And really unless you are at a very high level which one you use doesn't matter.
That being said. I do use Crafty to generate tactics puzzles from my own games. Every game I play OTB I get Crafty to find the tactics I miss. I then categorise the tactic into its motif (pin, fork, etc) and then add it to my collection of tactics puzzles.
This way I have built up a collection of tactics puzzles that occur in positions that frequently arise in the games I play.
Then every time I miss one or fall for one I punish/improve myself by doing an hour of tactics puzzles of that theme.
What software do people use to analyze their games? What's the best software out there?