pain.net
All of those downloading sources are fine. If you are super paranoid, go with the download.com mirror.
I've been using GIMP for a few years now, I haven't used paint.net before, so I can't really tell you which is better.
Inkscape is also a good program, although it doesn't have fancy filters and stuff. Its a vector drawing program, you manipulate lines rather then placing dots of light at points. It makes it easier to draw, in my opinion. I usually draw in Inkscape, export a .svg file, and then retouch it in GIMP. I'd assume you can do the same thing in paint.net.
