Here are some sites which specialise in software for downloading.  There are many free games and applications available ... Just a word about the difference between freeware and shareware.  Freeware is what it says - free.  Shareware is free for evaluation purposes, and they always hope that you then buy the full version.  The evaluation version may be limited in what it does - for instance in a game you may not be able to advance beyond level 2 - or in how long you can use it.  Some evaluation things stop working after 30 days trial.  So be aware of what it is you are downloading.

General Software
Tucows a very good and comprehensive site
Jumbo especially good for games
The Best Freeware - list compiled by an individual who promises everything is freeware and not cut-down versions.
Completely FREE Software - a fabulous selection of completely free Windows and DOS software - tested, reviewed and rated.
Freebyte - free stuff (mostly software) in various categories.
Freeware95 - free programs in several categories.
Freeware - freeware and shareware rated and reviewed.
Freeware Home - a collection of free software.
Freeware Plus - a collection of the finest freeware for Windows 95, Windows 98, Windows NT and Windows 2000. Plus a selection of the latest patches and updates for Windows 95/98/NT/2000 and other internet freebies.
Freeware Publishing Site - offers a collection of the best freeware for Windows 95/98. The software presented is not shareware or commercial demoware. But... real FREEWARE.
NoNags - free software, but some of it is "shareware" that is not crippled and doesn't "nag" you for payment.
The Top Free Software Sites Index - Links to several of the top free software sites on the Web. Use the links in the left column to move from page to page within this site.
Music (MP3) Download Sites - Thousands of MP3's, indie CD reviews, MP3 reviews, mp3 players, CD rippers, plugins, utilities, software downloads. News and information on artists, hardware and portable players.
Energy Audio - features an MP3 archive, daily MP3 news, top ten chart, cool Winamp skins, large software section and much more! Updated daily and with no pop-ups. - an MP3 resource for millions of free music downloads, Winamp players, CD rippers, plugins, utilities, software downloads. News and information on artists, hardware and portable players.
It is difficult to recommend sites to find or midi files - there are so many of these, and everyone's taste is different.  It is best to use a music search engine... see under Search Engines.
If you want to find out where to download images - animations, backgrounds, clip art, I have listed some sites under Webdesign.

My particular recommendations

- these are items that I would not be without; they are all free except for the first item.

My-eTrust - Excellent antivirus software which is inexpensive and efficient
Acrobat Reader - necessary in order to read .pdf files
Winzip - It is essential to have some zip facility and this is excellent and easy to use.  You can zip files to send to other people, and unzip those you receive or download.
ICQ - an instant messaging service that keeps you in touch with your friends all over the world.
Irfanview - a magic little graphics viewer and editor, which is a neat small file, opens quickly, and is easy to use.  It will also play sound files.
Two other sound players that I think are essential:
Realplayer  for Real audio files and
Winamp which will play midis and wav files, and MP3s.