well, that depends first on what kind of computer your using, for the most part, ie, if your using a pc, you probably would want to used Avid or Adobe Premiere. Avid is my favorite of the two, atleast what work i've done with it. Now if you have a Mac, which probably would be reccomended by most, Final Cut Pro HD is probably your best bet, there is also a Mac version of Premiere, but I would deffinately reccomend the Final Cut Pro studio, which will set you back about 1200 dollars, unless you have friends that will lisence it out to you, or you happen to find a downloadable version of the program, just be sure you dont register it if you do it that way. All of these are the most expensive route, and most professional programs i've worked with. Final Cut is deffinately by far my favorite.
Now on the lower end of things, if its just a movie of you and your buds or something like that. All Mac's come with I Movie HD, which is great for a standard video editing program. On a PC, there are tons of lower end costing programs, such as Pinnacle, A sony program, and Avid has a free program, and of course Windows Movie Maker(not reccomended).
Adobe Premiere and Final Cut both have editing suites that run at a much lower price than the full studio. I think final cut express runs for 300-400, havent used it, i just went straight to Final Cut Pro, which was worth it, I'm not sure on Adobe's, but i'm pretty positive, they do have a lower costing program as well, that will not quite be as functional as premiere.
If i'm wrong, forgive me, just trying to lend some advice!
And my final 2 cents....if you have the money, i would 100 percent say put your money into a mac, and final cut pro, you wont be dissapointed!