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.