Inkscape is a great free vector graphics program for Windows, Linux and Mac OS X.
Vector graphics are images that are defined by mathmatical equations instead of by pixels. That means that you can change the size of the graphics without losing any image quality.
SVG or scalable vector graphics is an XML markup language for making vector graphics. Inkscape creates all of the XML for you, so you can just draw on a screen (something like using the Adobe Illustrator program).
Here is a final SVG graphic that was converted into a PNG image:
An excerpt of the SVG XML text is below (in this case it was generated with Adobe Illustrator).
Here is a screenshot of Inkscape in action from the Inkscape showcase.
I highly recommend downloading Inkscape.
Inkscape includes some great tutorials. You can find them in the Help menu. They are also available online.