I do a lot of interaction design and like to experiment with lots of different tools. Have a look at these:

Balsamiq - A Flash based mock-up tool with a desktop version. I have used this and I like it a lot.
RapidRabb.it - Browser based prototyping. My next tool to try.
Pencil Project - Firefox browser based GUI prototyping. I don’t do many GUI applications (I mainly do web applications) but I am determined to test this out.