Stellarium is a free, open source desktop based 3D Planetarium for Windows, Mac OSX and Linux/Unix based PCs. It renders the skies in realtime using OpenGL, which means the skies will look exactly like what you see with your eyes, binoculars, or a small telescope. Before you begin, you need to set the location of your city in the program by selecting it on the map or manually entering the coordinates to view the sky where you live.

Key highlights of the Stellarium project include:

+ Catalog of more 600,000 stars
+ Extra catalog with more than 210 million stars
+ Asterisms and illustrations of the constellations
+ Constellations for ten different cultures
+ Images of nebulae (full Messier catalogue)
+ Realistic Milky Way
+ Realistic atmosphere, sunrise and sunset
+ Planets and their satellites
+ Add your own deep sky objects, landscapes, constellation images, scripts
+ Powerful zoom
+ Time control
+ Scripting to record and play your own shows
+ Fisheye projection for planetarium domes
+ Spheric mirror projection for your own dome
+ Telescope control
+ Star twinkling
+ Shooting stars
+ Eclipse simulation

Download Stellarium for your platform from here. If you are looking for a 3D planetarium for Java J2ME mobile devices, check this post on Mobile Planetarium.