Dragon Naturally Speaking used to be a good one. A "Lite" version was given away on Magazine Cover Disks some time ago. I did give it a try a long time ago and found it needed quite a few hours to recognise your voice and get the words right. I never really used it seriously though, because, as a fairly proficient (70 wpm) typist I found I could type quicker than Dragon could recognise the words.
It still appears to be available but at a price though.