This depends on what you're actually want and how you're going to use the software.
Are you looking for a bundle (GUI plus an engine) or just the engine?
Top 3 programs nowadays are Stockfish, Komodo and Houdini. Some versions of Komodo and Houdini are free, Stockfish is open source. You can download all of them and see for yourself which one appeals the most. You may also find that they are good enough for you and you therefore don't need to buy a new version.
Stockfish [1]
It is free (open source), new version (Stockfish 6, about +50 Elo points) comes out soon and is going to top the rating lists [2][3], tactically good. Actively developed.
The evaluation score is too materialistic, it can switch a lot between suggested moves in the beginning, so you might need to give a program some time (a minute or so).
Komodo [4]
Regarded to have a more positional style. Some older versions are free (as in beer) [5][6]. Actively developed.
Houdini [7]
Evaluation score is more conservative. Tactically good. Older version is free (as in beer) [8]. No new version came last year and there're no news, so development may have been stopped.
Free chess GUIs in case you need one:
Scid vs PC [9], ChessX [10], Arena [11]
[1] Stockfish, official site: http://stockfishchess.org/
Development builds: http://abrok.eu/stockfish/
[2] CCRL 40/40: http://www.computerchess.org.uk/ccrl/4040/rating_list_all.html
[3] IPON: http://www.inwoba.de/
[4] Komodo, official site: http://komodochess.com/
[5] Komodo 5.1 MP: http://komodochess.com/pub/Komodo_5.1r2.zip
[6] Komodo CCT (single core version): http://komodochess.com/pub/cct_dist.zip
[7] Houdini, official site: http://www.cruxis.com/chess/houdini.htm
[8] Houdini 1.5a: http://www.cruxis.com/download/Houdini_15a.zip
[9] Scid vs PC: http://scidvspc.sourceforge.net/
Support thread: http://www.chess.com/forum/view/general/scid-vs-pc
[10] ChessX: http://chessx.sourceforge.net/
[11] Arena: http://www.playwitharena.com/
I am considering purchasing new chess software and was thinking of Houdini. I have noticed that several chess professionals use it.
Any suggestions? If you like Houdini, what version should I get? If you don't, why not and what do you recommend?
Thanks in advance for your ideas.