Agent-Based Modelling/Agent-Based Computational Economics
Resources
The best introduction I've come across is . It's from [1].
Software
I'm mainly using at the moment, though I think its advantages are superficial (I plan to switch to something else soon). looks like the most likely candidate. I've also written some Agent-Based Models in as it is quite nice for rapid prototyping of object orientated programs.
[1] Tesfatsion, Leigh S. & Judd, Kenneth L., Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics, 2006.