We've held a variety of programming activities in the club in the past, but the 'main' technologies that we've repeatedly come back to have been Scratch, Twine, and Python. We've also done some Minecraft-related programming, and electronics with Arduinos. All of the software below is free to download, though there is a charge if you choose to register a Minecraft account.
The current version of Scratch, Scratch 2.0, is a web app. A beta version of 2.0 that allows offline work can be downloaded here:
The previous version, Scratch 1.4, works well without wifi access and can still be downloaded from:
Twine is a framework for creating interactive fiction games (in the spirit of "Choose Your Own Adventure" books), with many powerful features for adding interactive elements to your stories.
You can write Python programs in any text editor, but very soon after beginning Python, you'll probably find it helpful to work with a more full-featured editor than just Notepad or TextEdit. There are many free ones to choose from, but one good option is Komodo Edit:
While CoderDojo doesn't have a formal curriculum, in the past we've used the book Invent with Python by Al Sweigart to work through some basic Python concepts. It is available both in hardcopy and for free online:
We also have a github repository with some starter projects for Python.
We have developed some instructions for exercises to help you get started with Scriptcraft (these instructions are now slightly dated; instead of trying to install Bukkit, follow the installation instructions from scriptcraftjs.org that are linked above using one of the other available Minecraft server versions).
Arduino boards are microcontrollers designed for hobbyists and inventors.