I guess it depends on what game you are trying to make. Firstly, you'll need some sort of image editing program to make all your graphics/textures. Typically people use Photoshop for this.
Then if you are making a 3D game, you'll need some 3D modeling software. There are many to choose from here such as 3D studio max, maya, blender, houdini.... actually look here: http://en.wikipedia.org/wiki/3D_compute ... s_software
From the programming point of view, you can either build it yourself if you have time, or you can use an existing game engine: http://www.devmaster.net/engines/
Hope this helps!
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