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Photoshop.
>More powerful
>More popular = more resources available
>All-in-one solution
Do a google search for "Sai Portable" and download that as well. First link.
Photoshop is good for pretty much everything, and easier to use. Sai is arguably more comfortable to doodle with, though. It has a less cluttered interface and tends to be better for a few select, specific methods of drawing/painting.