Depends on what game you want to make:
-If you want to make 3D FPS game easy and fast, get 'FPS Creator', I don't really like it, but the people who use it like it, so I guess it's not that bad...
-I use Game Maker 8 Pro, because I'm making 2D games.
-If you want to make NES Super Mario Bros. ROM hacks, get SMB Utility.
There are a lot of programs from which you can make a nice game easy, I'm not that much into making games, but I find GM easy to use, and it's customizable, it has add-ons (a LOT) and it's own coding language as well some drag-n-drop features.