Free

Lexter
Linux console game in which you arrange falling letters to spell words.
http://www.kyne.com.au/~mark/software/lexter.php

WildWords
A scrabble style game for windows that can be played over the internet.
http://www.wildwords.us/internet.html

Word Finder
Windows program that lets you create and print your own Word Finder puzzles. Add as many words as you like and preview the puzzle before adding the random letters.
http://camtech2000.net/Pages/WordFind.html

Words of Fortune
Allows you to build your vocabulary by yourself or against a friend on Windows.
http://skyscraper.fortunecity.com/gates/659/fortune.html