This is one of those applications that are surprisingly hard to find comparisons of (google-ing often leads to many false paths), some that come to mind are:
Integrative Genomics Viewer: http://www.broadinstitute.org/igv/
Integrated Genome Browser: http://bioviz.org/igb/
Lightweigth Genome Viewer: http://lwgv.sourceforge.net/
The following Biostar question also have many good answers:
I have found that IGV (linked by @Istvan) and the UCSC genome browser are the most full-featured and the easiest browsers to use.
IGV is a java (or java webstart) application.
UCSC is a web-based browser where you either upload your own data or tell it where to find data on your own server.
Both will support BED and WIG among other formats.