*PAID* A tool to animate 2D sprites in a different way, which might be useful to you. You may want to read up on it before buying though.

*PAID* A tool to speed up the process of generating tilesets for certain styles of 2D games. You should watch videos to see if it's useful to you.

You can now get Blender through Steam. I doubt it has any advantages over non-Steam Blender, except being able to get it from the Steam client.

*PAID* A piece of software to generate slighly more unique 2D character sprites. (Works well with RPG Maker) Saves time, but makes a title less unique.

A very basic Unity tutorial based around making a small multiplayer game. Available on Youtube, on Steam to buy if you want to tip the creator.

*PAID* A program more designed towards digital painting, and comes with a variety of brushes and other nice features. I'd recommend a drawing tablet.

*PAID* CRYENGINE. I don't believe this needs any real description. EDIT: Unreal Engine 4 AND Unity 5 are now free, there is no need to look at this now.

A limited scope engine designed to make one thing really well, 2D RPGs like the days of old. You can make something basic with this very quickly.

An alternative to Photoshop, GIMP, ect. I haven't really used it for much yet, but I've heard of various games that've used art made by it.