I've been using Pivotal Tracker which is a free agile project management tool and covers the following agile concepts:
- Velocity tracking and emergent iterations
- Story-based iterative planning
- Real-time collaboration
Would certainly recommend you try this before paying for an alternative.
Also, as mentioned, Basecamp is a great tool for maintaining documentation, to-do lists and the rest. There is a barely promoted free option for single project use that you will find on the signup page below the Max and Premium options.
Possibly not an agile tool as such (depends on your definition) but the free Team City continuous integration and build server is the kind of software that you don't believe you could live without once you've used it. Basically a commit to SVN by any developer triggers a build to your staging server about 30 seconds later meaning the latest build is very agile!
