Paper and pencil :) Unfortunately there are not too many quantum algorithms, and it is extremely challenging to come up with a quantum algorithm that over-performs its classical version.

Thanks  Vlad, perhaps you are right. :) Sometimes i need to find out the matrix which brings about a required unitary transformation. Is that possible through software? 

There are many tools for simulation of quantum algorithms, just see at http://www.quantiki.org/wiki/index.php/List of QC simulators