Does paint have transparency support? Last I recall, it didn't, and that's pretty bad if you're making pixel art for something other than just display.
I would recommend GIMP, but the people here seem to treat GIMP like a spawn of satan and Paint.NET a godsend.
ms paint
jk
paint.net is good. gimp is probably too much for pixel art
GIMP is multipurpose, and is perfectly fine for pixel art among other things. It's also cross-platform.