I use Anvil Studio to compose MIDIs, then import them to SynthFont to play the songs with soundfonts. You don't even need a soundfont-compatible soundcard for the last one.
Unfortunately, Anvil Studio's pretty rudimentary if you don't buy the add-ons, and I believe SynthFont will start being pay-only (right now, the unpaid version just has a really annoying waiting screen for when you want to do anything with the settings).
Tiptup Jr. wrote:[…]Windows users get Notepad and Windows Media Player.
Funny,
there's a composition program called Notepad too =P