In order to create documents with latex you need a text editor and a LaTeX compiler
Text editor. Any text editor can be used. Notepad, Notepad++, BBEdit, WinEdit, Alphatk or any other. There are also some text editor designed for being use with LaTeX, e.g. Texmaker,Inlage, Kile, LEd.
A LaTeX compiler. This is the software that compiles the text into a LaTeX format. The most well known compilers are:
TeX Live. It works in different operating systems and contains all major related programs.
MACTeX. It is like TeX Live for MAC systems.
MiKTeX and proTeX. They for windows system.
Personally, I suggest a combination of TeX Live with Tex Maker. Tex Live is a simple compiler with the most used libraries. Tex Maker is text editor linked to the compiler. It allows to compile and view the document within one window and using key shortcuts.
Additional reading.List of text editors.
Obtaining LaTeX.
More distributors.