HGST (Hitachi Global Storage Technologies)
http://www.hgst.com/support/hard-drive-support/downloads

WD (Western Digital Data Lifeguard Diagnostic for DOS)
http://support.wdc.com/product/download.asp?groupid=608&sid=2&lang=en

WD (Western Digital Data Lifeguard Diagnostic for Windows)
http://support.wdc.com/product/download.asp?groupid=810&sid=3&lang=en

MemTest86
http://www.memtest86.com/

MonitorTest
http://www.passmark.com/products/monitortest.htm

UBCD (Ultimate Boot CD)
http://www.ultimatebootcd.com/
http://www.ubcd4win.org/downloads.htm (discontinued as of 6/21/2010)

Seagate (Seatools, Harddrive diagnostics)
http://www.seagate.com/support/downloads/seatools/