Celestia is a free program that allows you to explore space! Celestia allows you to view more than just the night sky, but to virtually travel through it and see distant galaxy up close and pinpoint their locations in the universe. Celestia has a massive catalog with thousands of stars, moons, galaxies, comets and more.
Celestia also allows you to search for items in space by their names (whether common or scientific). Celestia is available for Windows, Linux, and Mac all for free. Hundreds of addons are also available for countless additional features.
To download Celestia, visit their website and click the Downloads button.
For a less complicated program simply for viewing the night sky, check out Stellarium.