PowerDVD (the one I swear by) is not completely free, it has a trial period, but as said by others you often get a free copy when you buy a dvd drive.
PowerDVD has options which not many other DVD play programs has, and if they have it I find PowerDVD much easier to use and config. (note that PowerDVD is also the only package of many I tried which is capable of playing some special types of DVD's I have, so... <= pure experience talk and I didn't tried every possible program there is of course so maybe there are better ones, but I doubt it
)...
*AHUM*and it is also easy to 'crack' the macrovision and operation protection, region protection, RPC-I and II on some DVD's if you're using PowerDVD*AHUM*who said that???? not me :P