1. Nmap is, in my opinion, the best port scanning program out there. Nmap can rapidly sweep large networks, and can be configured to test in various ways to bypass firewalls, Intrusion Detection Systems, or other security measures. Nmap is a command line tool, and there is more of a learning curve involved than with any of the others on this list. It's worth it to have the power and flexibility Nmap offers.
2. Shields Up! is a web-based port scanning tool. GRC offers Shields Up! for testing exposure to the Internet of common ports, file sharing, or custom ports. Browser Header and Windows Messenger leak tests are also offered. It's included in this list because it's fast and only takes a couple of mouse clicks to run a test.
3. WhatsMyIP.org has a set of port scanning tools available, distinguishing games, applications, and P2P ports in use, as well as a custom test for a particular port. This tool of course requires web access, and since the testing is done remotely by their system, it can be handy to see what ports are open on the outside of your firewall.
4. SuperScan 4.0 by Foundstone is a Windows 2000 / XP GUI based scanner that has additional tools such as whois, name lookups, and service enumeration. It's very fast, and the additional tools available in one interface make it a useful addition to your security toolkit.
5. Advanced Port Scanner by Radmin is another Windows application, very similar to FreePortScanner. It's small, fast, and like the others on the list, it's free. The GUI is straightforward, but on the other hand this scanner does not have nearly the number of options as Nmap, nor the extras found in SuperScan.