Nessus is a free, up-to-date, and full featured remote security scanner for Linux, BSD, Solaris and some other systems. It is multithreaded, plugin-based, has a nice GTK interface, and currently performs over 910 remote security checks. It has powerful reporting capabilities (HTML, LaTeX, ASCII text) and not only points out problems, but suggests a solution for each of them. Windows version available here.
23eda1499051a0dada89650216281454f3cf83741cc9c7bc56ed33578c029ad0