Do you use pokertools?

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for me holdemmanager is best for tracking and reviewing your sessions, and thinking about leaks and stuff, is also nice to have the stats of players in the hud on your table, nice software..u can get it from some sites for free, if u sign u to a new pokerroom and play a number of raked hands..(allowed on all sites i think, cause it only tracks stats, and no site knows if u bought hand histories)

for tournaments tournament indicator is worth a look, but i dont really use it anymore today..nice if u arent that experienced or need some odds displayed..

for sit and goes there are various free and various ones u can buy to train ICM and stuff..
but most of them are to train without a poker client open..some are to use at the table but if they show u ICM based decisions, i think no poker room is allowing these today..

http://www.pokerstars.com/poker/room/prohibited/
http://www.fulltiltpoker.com/de/prohibited_programs.php