I am using OmniGraffle for most of my diagrams. OmniGraffle is an OS-X platform replacement for Visio - only easier to use and better looking (in my opinion). On rare occasions I do not work on my notebook, it is quite useful to have free alternative that allows to create a diagram that does not look too awful, without going through the hoops of downloading and installing software. The bubl.us is exactly that tool.
Using bubl.us you can very quickly create visual representation of simple structure with basic relations (parent/child) and links. You can define the text and links between elements and save the result as XML, HTML or JPG/PNG image. The result can look e.g. like this:
No a bad result, considering that its creation took less than 60 seconds.
If you need more control - like different shapes and stencils, look at Gliffy, which is much closer to actual desktop diagramming tool. It is free tool with paid enhanced version, available here.