Here are a few free data mining tool which I thought would be useful.
Courtesy: http://www.togaware.com/

Bayesian Knowledge Discoverer
Techniques: Bayesian Networks
Platforms: Win32
Vendor: Freely available from the Open University
Internet: kmi.open.ac.uk/projects/bkd/

PLUS
Polytomous Logistic regression trees with Unbiased Split. PLUS is implemented in a set of Fortran 90 routines and accepts numerical/continuous as well as categorical variables. Missing covariate values are allowed. If a test data set is available, an estimate of the misclassification error rate will be provided. Executables are available for Digital Alpha (Digital UNIX 4.0), Sun SPARCstation/Ultra (Sun Solaris 2.6), Pentium (Linux), and Pentium (Windows 95/98/NT, coming soon).
Techniques: Logistic Regression
Platforms: Unix, Linux, Win32
Author: Tjen-Sien Lim
Internet: http://www.recursive-partitioning.com/plus/software.html

Rattle
An open source graphical data mining tool written in R and ideally suited for binary classification tasks and quick data mining.
Techniques: decision trees, random forests, support vector machines, boosting, logistic regression, kmeans
Platforms: Unix, Linux, Win32, MacOS
Author: Graham Williams
Internet: http://rattle.togaware.com/