some i've used over the last years :

poseidon (gentleware)
umbrello
smartdraw

// sry got no links, just google for them ;)

I've heard that Enterprise Architech is currently the best UML tool around:
www.sparxsystems.com/ea.htm -> Not only is good enough for modeling, but also manages all aspects for a complete development process, from requirements to implementation(? generates code, but it doesn't make miracles ).

Another good tool is Eclipse, free software, download the UML tool from IBM:
http://www-128.ibm.com/developerworks/eclipse/downloads/modeling.html?S_TACT=105AGX44&S_CMP=CALLISTO
And download an Eclipse distribution from:
http://easyeclipse.org/site/distributions/index.html

However, personally I don't like modeling. I hate it!. Because in practice it takes a long time building and fixing diagrams, for then change them a lot when implementing the code ( All desing crash down, why ? why this happens to me? ). So I've forced to change all design documents for matching them with the real implementation, which must sacrifice the original model for making a better, organized, and effective implementation. In fact I've found difficult designing algorithms on UML.

UML is good for making Database modeling, but is it good for making the logic of the application? Are you more confortable making Interaction Diagrams than writing some sentences at mind speed?

I cannot understand some people that finds UML productive, and they swear that the development process becomes easy thanks to modelling. Why?

Personally I've felt more confortable designing within the code, because only on code I can understand what really happens with the problem and the computacional efficience. Also when I'm coding I can organize the structure of the program making the code more reusable and legible. When modeling all these aspects are ignored.

So, if a documentation is needed, I preffer to use doxygen that an stucked UML tool that makes me to do repetitive work. In fact, when coding I can build a class on 40 seconds, but on modeling this time can be longer (15 min navigating in many menus and tabs on Rational).

Would be kindly if you can explain me the advantages of following a Unified Process and make UML diagrams, can you?

Another question, Why many Open Source projects don't use UML modelling? Don't get me wrong, The class hierarchy (present on most of the Open source projects) doesn't makes a complete UML desing.
Also they doesn't follow a well formed Rational Unified Process. The irony is that they are still big enough, and developed by many people, contradicting the UML believe that the big projects should use RUP for a successful development process . They've get successful, without RUP. Instead they have followed a programatic development process (Agile XP). Agile XP is only for small projects? Let's see if these projects are small:
Blender, Ogre3D, Crystal space, ODE physics, AdoDB for php, PEAR, ,SDL, Mozilla, MySQL, Postgree, Ares Galaxy, Irrlitch, TNL,Zend Framework, Mambo CMS,POST-NUKE CMS etc. etc.
If one of them have followed a well structured UML development process like RUP, they must publish a comlete set of UML design documents. They've just publish the doxygen documentation (Any robotic document generator).