My favourite desktop planetarium is Starry Night. It's a mature, well rounded product which provides a view of the night sky from Earth and also the ability to navigate through space and see what the view is like from up there. There's also a whole host of value add learning tools such as DVDs of Deep Space, guided tours of space and regular updates showing new space objects and space events such as comets and planetary transitions.
As you can tell I am a fan and I believe Starry Night™ Complete Space & Astronomy Pack Deluxe Edition represents great value for the whole family at USD$49.95 -- I have no problem plugging a product which clearly has quality and value. It runs on Windows and Mac OS X.
Now you may not be so obsessed or you just want a taste of what's out there. Good news there are a couple of freeware alternatives worth considering.
Stellarium (Mac/Win/etc) - http://stellarium.free.fr/
Stellarium is a free GPL software which renders realistic skies in real time with openGL. It is available for Linux/Unix, Windows and MacOSX. It produces beautifully rendered skys and handles part of Starry Night's function, delivering the view from Earth.
Celestia delivers the other part of the core Starry Nights functionality - the view of being in and moving through space. Celestia runs on Windows, Linux, and Mac OS X - though sadly the Mac OS X implementation does not have the full feature set (yet).
There is an amazing community building around Celestia contributing additional images and content to the community. It's all hosted on the Celestiamotherlode and includes planets, spacecraft both real and fictional - Trekkers, Babylon 5 and 2001 fans will find lots of bits to play with.
Now we've mastered space, I need to figure out how to master time - this jet lag is hitting me hard.