The most well-known ones have already been mentioned, here's my take on them:
GIMP for raster graphics, on just about any platform under the sun.
Quite different to what you're likely used to, but very powerful. I do miss a few features from Photoshop CS5 (smart objects, primarily, but also 3D), and am still getting used to the behavioural differences.
Paint.NET for raster graphics, Windows-only.
A much more light-weight than Photoshop or GIMP. Several years ago, I used Photoshop for heavy lifting and Paint Shop Pro 7 when I wanted to to a quick touch-up or test, and speed was more important than pixel perfection (say, for pasting a screenshot and adding a couple highlights), Paint.NET took over the latter's role (I absolutely detested later versions of PSP, and moving away from pirated software is only good - I bought the Creative Suite 5 package though, because I got it cheap as a student).
Inkscape for vector graphics, multiplatform.
Not as different from Illustrator as GIMP is from Photoshop, but still different enough that some relearning is needed (I often try to do stuff the Illustrator way, because that's what I've gotten used to through nearly 20 years, and the application does something completely different).
Scribus, page layout, multiplatform.
I... still haven't managed to make heads or tails out of this one, but I intend to. Again, I'm used to InDesign (though I haven't used it for nearly as long as Photoshop and Illustrator, it's similar enough to the other Adobe applications that the familiarity has quickly dug deep paths that are not all too easy to get out of).
Much of your skills learned from those courses will be quite specific to the Adobe applications, and the interfaces are very different (with the exception of Paint.NET, but it's more lightweight and not quite as powerful).
Reasons for me switching? There's two of them:
1. Adobe don't make their application for Linux (Wine works, to some extent), and I switched away from Windows a few months ago.
2. I don't agree with the idea of subscribing to Creative Cloud (and unless I accept the cloud, I won't be able to upgrade beyond Creative Suite 6).