effectsportal provides visual and special effects video tutorials, all of which can be made on a low-budget.
Inkscape: an open source vector drawing program like Adobe Illustrator.
Gimp: an Adobe Photoshop replacement.
Terragen: a photorealistic landscape render engine (free for non-commercial use).
Celtx: open source screenwriting software.
Tutorials for learning the 3D Software Blender can be found here.
Need to do realistic cityscapes for your movie? A great tutorial for how to do it in Blender is found here.