A sheet of paper and a pen work quite will for concept mapping, but lack flexibility to rearrange things as one thinks them through. There are a lot of programs for mind mapping, but I find many of them are too restrictive. They want to arrange things for you, or determine what the links look like, etc. Below are a few that I do find helpful.
Tinderbox, a a visual database, concept-mapping, note-taking system. I bought it, but have not used it to its full potential. Scapple is easy, allowing me to get ideas down quickly. Tinderbox would obviously allow more power to manipulate notes and maps.