C# is a .NET language developed recently by Microsoft. The main attraction is the XNA game development library, it provides a very quick and easy way to develop 3D games.

http://msdn2.microsoft.com/en-gb/vstudio/Aa700757.aspx
Microsoft's free tool for developing in C#. Tools like dynamic syntax checking and code completion make Visual Studio quick and easy to program in, try it and see!

http://msdn2.microsoft.com/en-gb/directx/Aa937795.aspx
XNA is a game development library for use with C#. It makes it incredibly easy to load media (images, models, sounds), get input from the mouse and keyboard or an Xbox 360 controller, and make 3D games with shiny graphical effects. Plus, the game you create can be made to run on an Xbox 360 console!

http://blogs.msdn.com/coding4fun/archive/2007/03/14/1879033.aspx
The Nintendo Wiimote is the major innovation in the current generation of consoles. This library allows data from the Wiimote to be used in a C# application (or XNA game), so long as your computer is able to detect bluetooth devices.

C++ is traditionally used in the games industry, so it is useful to know for anyone considering a career in game programming.

http://msdn2.microsoft.com/en-gb/vstudio/Aa700736.aspx
Microsoft's free tool for developing in C++. Tools like dynamic syntax checking and code completion make Visual Studio quick and easy to program in, try it and see!

http://www.bloodshed.net/devcpp.html
An older IDE (integrated development environment) which doesn't have as many features as Visual Studio, but is still popular.

http://www.libsdl.org/
Simple Directmedia Layer is a library for use with C++ to easily develop multimedia applications, including games. It provides features such as displaying 2D images, handling input from mouse and keyboard and playing sound and music.

http://trac.warwickgamedesign.co.uk/index.cgi/wgd-lib/wiki/releases
Our very own library to make C++ game development easier, this supports 2D and 3D games with a ton of useful features. It includes a Dev-C++ package to help you get started, and requires OpenAL and OggVorbis SDK below.

http://www.openal.org/downloads.html
A sound and music library. After installing the SDK, copy OpenAL32.lib from C:\Program Files\OpenAL 1.1 SDK\libs\Win32 to your Dev-C++ lib folder.

http://xiph.org/vorbis/ A music library.

Java is the language taught on the undergraduate Computer Science course, so it is a good common ground to work from. Also Java is useful for making 2D games playable through a web browser, to reach a wider range of people.

http://www.eclipse.org/
Comes with dynamic syntax checking and code completion for quick and easy coding. Eclipse is mainly used for Java, but plugins can be installed to work with various other languages (such as C++ and Python).