Yes. Curses, I was hoping that wouldn't be so easy.
I use MSPaint. There's a new version in Windows 7 which has various different types of brush. Ridiculously though, it doesn't have a plain, old-fashioned "draw a circle where I ask you to" brush, which means that it's impossible to draw a shape freehand and then fill it with colour (attempting to do so leaves nasty outlines where the brush has antialiased, such as can be seen in my first pic of the thread).
</rant>