The first, the text editors, where you type the code yourselve. Lots of these editors are free, just think about NotePad. Most editors have built in commands to make it easyer.

The second, the WYSIWYG editors. Like the name says, What You See Is What You Get, you can make and design a site while it's looking like it will look on the web. This way works lots faster but is expensive. The only two free WYSIWYG editors that I know is Microsoft FrontPage Express (with IE5) and Netscape Composer(with Netscape Navigator).