I mostly use MT4 for all the different systems I have found here and other sites. It seems that it is the standard for free software. (And when you are just starting, you can't beat free!) I like the fact that MT4 will e-mail you alerts when you get a signal. However, I also use VT Trader every once in a while. I have the James system running on it. Just seems like it's easier for me to read the charts at this point, but once I get more experience with MT4, I will probably phase VT Trader out.
Here is the link for VT Trader, they also offer a free account.
Download VT Trader Forex Software – Trading Software - CMS Forex
In terms of historical data, I do use MT4 only.
Good luck and much success!