Here is a list of helpful tools and sites which I use in my own practice, along with things discussed with other creators on the show.
Unity3D: One of the best free game creation tools out. Download it from their site.
Game Maker: Another tool people have used to make some great games, discussed in episode 3. Free download available here.
MonoGame: This is the tool Noel Berry is using to program Skytorn, also used by Matt Thorson on Towerfall. Windows only download available here.
Vlambeer Toolkit: Excellent list of links for people with games to sell and market curated by awesome Dutch development team, treasure trove here.