My favorite computer security/ penetration testing tool is Backtrack 4. And apparently, I am not alone. Backtrack 4 is listed as the highest rating Linux security distribution to date. The latest version 4, which was released in January, has been downloaded over 500,000 times.
You have several options in using Backtrack 4, you can use it as a Live CD, install it to a hard drive, or run it off a thumb drive. You can even download the VMWare version, install the free VMWare player and be up and running in no time. Installation is straight forward no matter which route you take and it comes with more security tools than you can shake a stick at.
Numerous open source tools needed for security testing are pre-installed. Everything from Maltego CE, The Browser Exploitation Framework and Metasploit, Wireshark, Kismet and many more are included.
If you are a Windows guy and have never used Linux, it will take a while to get used to. Backtrack 4 is based on Ubuntu Linux. You may want to download a VMWare image of Ubuntu from VMWare appliances and get used to using Linux first. I think Ubuntu is one of the easier version of Linux to use when coming from the Windows world.
Backtrack 4 is a serious tool and should only be used in a testing lab or on test machines that you have specific permission to use. It is illegal to use some of these tools against computer systems and gaining access without obtaining permission first.
Certified training is available from Offensive Security. Backtrack 4 is definitely worth checking out.
* For a Cyberarms Tutorial of Backtrack 4, see Penetration Testing with the Social Engineering Toolkit (SET).