PSspice is probably the leader in the windows market, but ICAP4 has the most tech support, and a monthly newsletter (www.intusoft.com).

I differ from the previous posts, the freestuff from orcad and intusoft is pretty useful.

Of course you can do it for free, berkley spice is in the public domain and included in all the linux distrubutions. I am sure you can build it under windows using cygwin, it is a text based program.

I would recomend a good book or two, and really figure out what you want to analyze.

Spice, a guide to circuit simulation Paul W. Tuinega, ISBN 0-13-158775-7

The Spice Book, Vladimechu (no ISBN, it is loaned out right now)

For a no-solder, point and click graphical circuit simulator with common parts in a library, you might look at the EDA Workbench, for 99 bucks. spice 3 is the core of the simulator.

Simulation is great, but there are pitfalls, and the programs break easily under ordinaryl circumstances, and the errors can be cryptic. (A spice "deck", the input file can be dificult to create). One of the gods of analog design Bob Pease, has been photographed throwing computers off the roof of National Semiconductor, allegedly for erroneous spice results.

Enjoy your exploration,

Randy