Text below each program indicates the supported platforms, where installation or compilation is not too tricky. There is no particular sorting order.
Textures
GIMP: raster graphics editor, good for manipulationGNU/Linux BSD OS X Windows
Krita: raster graphics editor, handles graphic tablets better than GIMP
GNU/Linux BSD OS X Windows
Inkscape: vector graphics editor
GNU/Linux BSD OS X Windows
Aseprite: pixel art editor
GNU/Linux BSD OS X Windows
mtPaint: raster graphics and pixel art editor
GNU/Linux Windows
MyPaint: raster graphics editor similar to Krita
GNU/Linux OS X Windows
Pinta: raster graphics editor similar to Paint.NET
GNU/Linux BSD OS X Windows
NeoTextureEdit: procedural texture generator (any resolution), with 3D preview
GNU/Linux BSD OS X Windows
TextureGenerator-Online: Web-based texture generator (any resolution) with 3D preview
GNU/Linux BSD OS X Windows
NormalMap-Online: Web-based normal/specular/parallax/ambient occlusion map generator, with 3D preview
GNU/Linux BSD OS X Windows
AwesomeBump: Qt5-powered tool to make normal maps, specular maps, and much more
GNU/Linux Windows
Models
Blender: 3D modeller and renderer suite, can export to OBJ format (and X/B3D with add-ons)GNU/Linux BSD OS X Windows
Wings3D: 3D modeller, can export to OBJ format
GNU/Linux BSD OS X Windows
open3mod: 3D model viewer and converter, can export to OBJ format
Windows
Tesseract: game with map editor, can export to OBJ format
GNU/Linux BSD OS X Windows
NodeBoxEditor: can export to OBJ format
GNU/Linux BSD Windows
NetRadiant: map editor, can export to OBJ format
GNU/Linux BSD OS X Windows
Sounds
Ardour: Digital Audio Workstation suiteGNU/Linux BSD OS X
LMMS: another Digital Audio Workstation suite
GNU/Linux OS X Windows
Audacity: manipulate, convert and record sounds
GNU/Linux BSD OS X Windows
SFXR: generate basic sounds based on waves and noise
GNU/Linux BSD OS X Windows
Code editors (supporting Lua)
Geany: lightweight, yet full-featured IDE, quick loadingGNU/Linux BSD Windows
Notepad++: similar to Geany, quick loading
Windows
Kate: lightweight editor using Qt, quick loading
GNU/Linux BSD
Gedit: lightweight editor using GTK+, quick loading
GNU/Linux BSD
Atom: fuly hackable editor based on Web technologies (install language-lua package for Lua support), slow loading
GNU/Linux OS X Windows
Light Table: fully hackable editor using the Clojure programming language, slow loading
GNU/Linux OS X Windows
Vim: powerful command-line text editor
GNU/Linux BSD OS X Windows
Other
Cygwin: run shell scripts on WindowsWindows
msysgit: lets you use Git from the Windows command prompt
Windows