Final Draft is the industry standard.. It's professional screenwriting software, which means it costs money. It's rumoured that some studios won't even look in your script's general direction if it's not in .fdr format.
I won Final Draft 6 in TGSNT (back in 2005) and have since upgraded to v7. It took me a long time to get familiar with the program but once you know your way around it, it's great. It does everything you need and a whole lot of stuff you might never use. I find it relatively simple to organise a standard project in Final Draft nowadays but I still have trouble figuring out or learning the stuff I'm not familiar with.
Final Draft's complexity and user unfriendliness is frustrating when you're learning alone, but those who do know the program swear by it.
If you're new to writing screenplays, I wouldn't bother with Final Draft just yet. In fact, once you get familiar with screenwriting in free software like Celtx (which exports to .fdr compatible formats anyway), you may never even need it.
http://www.finaldraft.com/