Mendeley (Mendeley Guide)
Mendeley is a research management tool that allows you to organize and annotate PDFs, insert bibliographies and citations into your research paper and collaborate in groups. Mendeley offers both desktop and web access, so you'll need to download the software to get started. It is available for Windows, Mac OS X, and Linux.
Zotero (Zotero Guide)
Zotero is software that allows you to easily collect, manage, and save bibliographic information about the items you find on the Web. Zotero allows you to attach pdfs, notes, images and screenshots to citations. It also works with word processing programs to help you easily cite your sources as you write.