Chess engines are normally not standalone programs: they need an adequate interface in order to run them. I’m going to run through a number of chess interfaces/GUIs (graphical user interfaces).
Nowadays, most leading interfaces support the Universal Chess Interface protocol, which is widely considered to produce the strongest engines in the world. Almost all of the following interfaces double as chess database/analysis software.
If you are interested in chess interfaces and are on a budget, I highly recommend you give “Shane’s Chess Information Database” a try. Scid is a freeware interface with very powerful database-related capabilities. It runs UCI engines without a hitch. If you want to stick with the free road, take a look at the extremely strong free chess engines such as the free version of Rybka, discussed in my free chess programs article.
Aquarium is a relatively new interface that was created to be user-friendly for beginners. It comes bundled with either Rybka or Houdini (both extremely strong engines). Aquarium also comes with 4,400,000 games (up to November 1, 2009) and “lightning fast” database capabilities. Try out the free demo of Rybka Aquarium from the official ChessOK website.
From the creators of Rybka Aquarium, Chess Assistant is another chess interface. It is possible that this software has been superseded by Rybka Aquarium, but you can still try the free demo of Chess Assistant from the official ChessOK website.
Although they’re from the same company, I’m going to recommend the Fritz GUI (or just “Fritz”) over “ChessBase”, as I believe it is more practical for 99% of chess players (I have talked about why in another one of my other articles). ChessBase (the name of the company, not to be confused with the software of the same name) releases a number of very strong chess engines such as Fritz, Junior, Shredder, Rybka and Hiarcs. All of these come with the Fritz GUI (the “Fritz GUI” should not be confused with the chess engine “Fritz”), which is a dominant interface.
This software comes highly recommended as I have used it for years. It is completely compatible with all UCI engines and you can use engines to analyse your games with ease. I have created a tutorial on how to use the Fritz GUI in my “How to Use Chess Software” article.
If you would like to try out the functions of Fritz, you can try the free, but very old Fritz 5.32. As far as I know, this software can be used on Windows XP and Vista (for Vista Home Premium or Professional, you should use “compatibility mode”). I haven’t tried it on Windows 7, but presumably, it will work under “compatibility mode”.