GhostScript and a nice graphical font-end called GSView are available here
Gene Ressler, contributor of the pstricks driver, has a page featuring his “Free Graphics Software for the TeX, LaTeX, and PSTricks Community”
Check www.pstoedit.net/pstoedit for the pstoedit tool, which can create FIG files from various other formats
MiKTeX, a LaTeX package for Windows, is available at http://miktex.org.
If you want to export to GIF you will need ppmquant, which you find in the netpbm package. But I recommend using PNG instead. It supersedes GIF for all purposes.
