Pavel Hruby keeps a set of Visio stencils for UML that are intuitive and easy to use. Very good if you want to do a bit of free hand UML drawing. From his webby:
Thank you for your interest in the stencil and template for the drawing tool Visio. The stencil supports all symbols of UML 1.5, specified in the OMG document formal/03-03-01, as well as previous UML versions 1.4, 1.3 and 1.1. The stencil also contains several symbols of the newly adopted UML 2.0, particularly, the Socket and new Pseudostate symbols, and additional symbols not specified by the standard, but used by many UML users.
I can recommend them for sure. The stencils are free to be used, copied and modified as you like, and can be downloaded here. Pavel, my humble thanks to you for giving such nice stuff away.