For beginners, I always recommend UMLeT. It is a simple GUI, easy to use tool. It allows users to easily create diagrams of different types by clicking, dragging, and typing. It also offers the possibility to export to pdf, jpg, etc. It does not have the more powerful features of many commercial software but it also does not have the steep learning curve and cryptic interfaces of such software.

To install UMLeT on Debian systems such as Ubuntu,

sudo apt-get install umlet

To use simply type umlet on the terminal.

To add UMLet entry to the GNOME menu, see http://molecularsciences.org/linux/ubuntu/adding_entry_to_ubuntu_gnome_m...

On Microsoft Windows, simply download the zip file from umlet.com. Unzip it and double-click on the umlet.jar file to run.