I got Fritz 12 from Amazon for $7 a year or so ago. That deal is not around anymore but you can get it for $20. You can download SCID PC for free anytime. It's a rougher interface, but basically equivalent and has some good database features.
WIth both you can override the default engine to the free Houdini 1.52 which is stronger.
I don't use Fritz as an opponent but as an interface for playing through pgn and cbh files. I find it interesting when going through a lot of games to see where the engine says the balance flipped, then look at the position to figure out where I think things went south.
More and more chess books will come out in cbh format so you can play through games and variations easily. If you're interested in chess and have a computer, it's a cheap miracle to set up for yourself.
Thanks. Very nice. I think I will get Fritz at some point. I realize it is not the same as playing a real person, and I certainly won't give that up, but sometimes things seem even and I just have no iea what to do next.