If you're on a Mac, you can use OmniGraffle. http://www.omnigroup.com
If you don't want to buy anything, you can use http://www.gliffy.com
I'm a huge fan of OmniGraffle. Visio sucks in comparison, and OmniGraffle will read and write Visio files. I use this exclusively for work when I'm drawing logical and physical network diagrams, and then export to Visio format for my customers that use Visio.