TestDisk is a powerful open-source tool for recovering your data. Not only can TestDisk perform basic file recovery like undeleting accidentally deleted files from FAT, NTFS, and ext2 file systems, but it comes with a host of additional functionality. With TestDisk you can recover your boot sector from a backup, rebuild your boot sector, fix FAT tables, fix your MFT, locate the ext2/ext3 backup SuperBlock, copy deleted files from partitions to recovery media, and find lost partitions in dozens of formats to help you locate your lost data. It's a command line tool, so there's no GUI, but the menus and the documentation in the wiki should get you started without much trouble.
PhotoRec is a companion program to TestDisk, also included in this Hive Five. Like TestDisk, this app is also devoid of a GUI, but likewise is quite powerful at file recovery. We're including PhotoRec independently of TestDisk because many users distinctly prefer PhotoRec as a safer alternative when deep disk recovery isn't necessary. This recovery tool won't mess with your partitions or help you rebuild your master boot record; it will, however, dive into your disks in a safe, read-only mode and ignore partitions and file systems in an effort to seek out your missing files. PhotoRec focuses on file types, is operating-system agnostic, and despite its name, isn't relegated to just photos. Overall, PhotoRec is a powerful tool for quickly and safely copying your deleted files to another disk.
Undelete Plus used to be commercial software but has gone on a lengthy "limited time offer" freeware run. This file recovery app works on all versions of Windows and incarnations of the FAT and NTFS file systems. Like Recuva, Undelete Plus assigns a recovery probability to files it finds based on how damaged the file is. You can sort files by type, set filters based on time and size to avoid sifting through every deleted file on your disk, and keep folder structures intact when you perform your recovery.