PuTTY
A free telnet/SSH client for Windows and Unix platforms. What is important to know about PuTTY for go players is that you can use it to play on a go server through your employer's or school's HTTP proxy server that might otherwise block, for instance, IGS.
That's the good news. The bad news is that rather than being able to use the slick, pretty graphical user interfaces with all the nice wood grain patterns for the gobans, you will be stuck with white on black ASCII text or whatever wizardry you can work on a terminal/DOS window. But hey, you will be playing go and not working so who's complaining?
Download it here.