There's 4 I know of.
1. Bootcamp. Free. Lets you create a partition on your Mac for you to install Windows. You can switch between Windows and Mac by rebooting.
2. VirtualBox. Free. Lets you create a virtual Windows PC. I don't know if it lets you use your Bootcamp while you're logged into Mac OS X.
3. VMWare Fusion. Same as #2, but costs money. Can create a virtual Windows PC, or use your Bootcamp inside Mac OS X.
4. Parallels. Same as #2/#3, but costs money.
There's some debate as to whether #3 or #4 is better. By many accounts #4 is faster.