To clarify jtouboul post, a fully functional version of the Nikon Capture 3 software does come with the camera. However, it is a TRIAL version with a 30 DAY EXPIRATION DATE, from first USE (not installation). You can call Nikon for a key to unlock the software or, depending on the vendor, expect to pay $100 (over the internet) to $160(Nikon direct), to upgrade once the trial time expires.
On another note. I do agree that there is Photoshop import plug-in but it does not provide the same level of functionality as the Nikon Capture 3 software. The feature set for the two applications do overlap, but not completely, and personally, I like the color balancing / enhancement / correction metaphor better in the Nikon Capture 3 than in Photoshop. I feel Capture 3 is more intuitive, for some tasks, for a person coming from photography to computers, than some one who arrives at the same point from the reverse direction. Photoshop is a great piece of software, and has controls that allow you to fine tune your images for almost all of the many features, but often it come down to what feels comfortable for you and your work flow, your process.
In the end, the camera, lenses, filters and software are just the tools you use to help you arrive at the result that you envisioned when you tripped the shutter. Only you can judge what is best for you, give it a try, you do have 30 days.