Mplus and R both have SEM applications. Mplus has a very active community where you could get troubleshooting assistance if needed, and R is a free package with plenty of ways to work around issues as you go. Alejandro mentioned some great options above, but these two have benefits that are worth mentioning.
It depends om your research objective which kind of SEM you want to do.
SmartPLS is very good for those who don't want to deep in technical equations or want to have one in a simpler way. There is IBM AMOS for CB SEM.
You can also use BayesiaLab for Probabilistic Structural Equation Modelling (PSEM), &then there is R and MPlus. R have many packages now for any kind of SEM.
lavaan and LISREL. I definitely recommend lavaan, which is a free R package. You can conduct SEM and CFA analyses. There are also tutorials and more information about it on the internet: