Free - http://www.godrago.net/
Paid for - http://www.smartgo.com/en/index.htm ( has its own playing engine ).

Both can then use free plug in engines e.g. GnuGo, fuego http://gnugo.baduk.org/

This is not really what you were asking for, but I think is worth mentioning anyways.

Bruce Wilcox's Go Dojo:

Sector Fights
Contact Fights
Other

Senseis Library Webpage

These are interactive computer tutorials. Not for everyone, but I've found them very interesting so far. Sector Fights in particular is useful if, like me, you're not sure what to look for in a game at a global level. My guess is that they would be useful even into the sdk range, though perhaps players stronger me (a ddk) could comment on that.

Downside is, they are rather expensive: $35 for sector fights, $25 for contact fights.

_________________
And the go-fever which is more real than many doctors’ diseases, waked and raged...
- Rudyard Kipling, "The Light That Failed" (1891)

Compared to a book? You can of course find books that cost less than this but the price is in the same ball park.

I'm just trying to point out that when the "free software" movement began that was the objection to the way commercial software of the day was being "sold" (mostly it wasn't being "sold" but "leased" with the purchaser getting far less rights than pertain to ownership).

All I am trying to say is that we should object strongly when commercial software is being sold for much more than the price of a book and/or you don't really get a copy of your own for that price (you get to keep a book when you move house -- do you get to keep the program when you "move computer"?). We should not object otherwise. And technically "free software" should be considered to have a "price" in the $5 range as opposed to free as in "free beer" (that's the current typical charge for the service "provide a copy on medium to order").