For those of you starting the Greek course in January, Mounce's Grammar comes with a very good CD-Rom with software on it called "Flashworks". This is a very useful tool for learning vocab, and may well be all you need. However if anyone wanted to get anything Greek for a Christmas present, then you might want to look at this page:
And consider buying either the vocab cards, or the vocab CD.
Personally I am not a vocab card person, I can carry them around in my jeans (and they turn blue over time!) but I never get round to taking them out and reading them.
But there are many people who do benefit from the cards.
I'm more of a CD guy. I like to listen to vocab CD's as I fall asleep, when I'm in the bath, and when I'm driving.
But that's just me - you decide what works best for you.
If you have a pocket PC, then you might want to consider Pocket Scholar which is software for learning Greek vocab.