We've had a copy of the Houghton-Mifflen Peterson Multimedia North American Birds CD for years and like it a lot. It's got all of the Peterson artwork and maps in addition to good photographs, Cornell Lab sound recordings, and additional information (nesting, conservation status, etc.) for each species. Unlike the Web-based applications already mentioned, it's free standing which allows you to load it up in a notebook computer for field use. Windows and Mac compatible.
Larry and Mona