See also this page on the blog with details about phylogenetic analyses
Computer programs
raxml A tool for Phylogenetic Analysis and Post-Analysis of Large Phylogenies using Maximum Likelihood.
fasttree A alternative approach to RAxML. Much (much) faster, (marginally) less accurate?
ape (R package)
MrBayes A Bayesian approach to phylogenetic analyses. Much (much) slower, more accurate (?), phylogenetics analyses come with estimates of posterior distribution of model parameters.
PAML Phylogenetic Analysis by Maximum Likelihood for protein and DNA sequences. Widely used to infer selection in specific species, tree branches, protein sequences (dn/ds).
Splitstree4 Application for computing unrooted phylogenetic networks from molecular sequence data. The nice GUI makes it a easy option for begineers.
Beast Framework for testing evolutionary hypotheses, based on MCMC (i.e. bayesian). Divergence date and Molecular clock models. See more info on this page.