Agent-Based Modelling/Agent-Based Computational Economics
The best introduction I've come across is Robert Axelrod and Leigh Tesfatsion online guide. It's from .
I'm mainly using Netlogo at the moment, though I think its advantages are superficial (I plan to switch to something else soon). Repast looks like the most likely candidate. I've also written some Agent-Based Models in Python as it is quite nice for rapid prototyping of object orientated programs.
 Tesfatsion, Leigh S. & Judd, Kenneth L., Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics, 2006.