They are all raster editors, although I know Photoshop and GIMP have path support.
Inkscape is a free vector editor and should you try it. If you feel like shelling out cash there's Correl Draw. Microsoft came out with some vector editor too, I think it's called Expression Design. I don't know how well it works, it might just make artwork for silverlight. Microsoft Word can do it in a pinch although I'd recommend using Visio or Publisher over those if you have it. Visio can export transparency if you export the file as an svg, Word, Publisher, etc won't.
