Different people use different tools. Visio is probably the most common. I've used UMLPad in the past, which is pretty good. These days, I tend to use xmind.

The reality is that while these tools are great for making a nice pretty document, they're a pain to iterate with. The vast majority of my architecture design is done on a white board. I have a white board right behind my chair at home and three near my desk at work. That's where I iterate on architecture and design. I also do a large amount in a notebook that I often carry with me.

So far, I have not found anything that beats pen & paper (or whiteboard) for getting my ideas out as quickly as possible. Once an idea has been solidified, I move it to something like xmind or Visio so I can present it to the team or keep if for my archives.

-Rez

I have been using X-Mind as well since Rez recommended it, I also have a large whiteboard in my office that I do the exact same thing with, work on ideas on the white board, than when I have things figured out, move them to a digital version.

I've used Visio to create UML diagrams, mostly with client/server coding. The tool I use most often is a whiteboard, since it is the easiest tool to quickly sketch something in a team setting.

If you have access to it, VS 2012's built in UML tool is awesome, I've used Visio for years but haven't looked back after upgrading visual studio to 2012. What's even better is that you can generate an object model from the class diagram...I haven't really used it in practice yet as it's not perfect but it can still save time.