I've been having loads of fun with Inkscape this week. It is an open source vector art program. Up till now I've used Fractal Design Painter 5.0 (from 1999!) for all my 2D bezier shapes - but now I find Inkscape, effectively several hundred pounds of software, for free.
In somes ways it is like a grown-up version of the Flash editor and you can export SVG to use in FlashDevelop.
While this kind of program is great for precise work - I am being drawn back to simple pencil and paper for the bulk of my greenfield design work. I'm finding that exact knowledge of the lines and curves I am trying to draw is much more important than the tools I use to make those marks.
That said, while exploring variations on a design, having a fully vector illustration is great. You can tweak and experiment on 100s variations and ideas without having to draw the whole design.