Well I use Illustrator for my concepts, When I'm sure about i want I use Photoshop CS2 for logos banner and another graphic things. I use GoLive CS2 for my webpages but usually use dreamweaver 2004.
Flash 2004 for my animations and If I need to make a web application I usually use Microsoft Visual Web Development 2008.( You know to work with databases and things like that)
I use PHP Designer 2007 Personal for its syntax highlighting, and FrontPage for when I'm working with PHP-enabled HTML pages, so I can actually see what I'm coding I stay well away from Dreamweaver, I hate the way it handles PHP (you have to set up all this crap just to preview it using the program ). And, though it isn't exactly an application, I use the W3C Validation Tool to make sure everything is standards-compliant (or in other words, anti-IE :biggrin
I use Photoshop CS2, Dreamweaver 4, Frontpage 2003 (yes I admit it), CoffeeCup FTP, Visualizer Photo Resize (freeware to add quick Watermarks to iamges), and SafEEditor as well as notepad. I might be overdoing it with the amount of stuff I'm using. I may try GIMP, I've heard good things about it.
Photoshop CS2 - Graphical Design Aspects
Notepad or any other text file editor - Raw HTML coding
Dreamweaver - Complex webpages
FileZilla - FTP to move files to the server
W3C Validator - To make sure my webpages are good.
I sometimes borrow Flash CS3, Fireworks CS3 and a few other adobe programs to help make my site with the interaction part of it.