Here's a (limited) list of known spyware containing software titles:

Go!Zilla download accelerator: Radius
CuteFTP: Everad
BearShare: Savenow
Audio Galaxy: Webhancer
iMesh: Conducent/Timesink
KaZaA: Cydoor (Kazaa won't even work without Cydoor installed) - Webhancer (install is optional, but is installed anyways) - OnFlow, EZula, News.net.
MS Windows 95: the registration wizard sends an installed software list to Redmond.
MS Windows XP: the registration wizard sends an installed hardware list to Redmond.
NetScape Navigator: Smart Download option makes a list of all downloaded files, and sends it to a central server. The What's Related function also does.

Feel free to ad(d) your own!

And here's a program (Ad-aware) to detect them...