Thanks to Unicode, we can write in Bengali. I use a very nice software Avro Keyword which is fully unicode-compliant. It sits pretty on your screen as a sleek toolbar. Supports Windows 2000, XP and 2003 - as the previous versions of Windows don’t have adequate support for unicode. It also includes the UniBijoy layout for users habituated with Bijoy. Best of all, it is a freeware.
[Update]: A newer version of Avro has been released. I have written about it here.
How To: Bangla ChatNot Being Able To WriteSending E-mails in BanglaBangla on Windows 95, 98 or ME?Bengali in MS Word - how to?Can’t Read Bengali Text?Why Bitstream SucksAvro Phonetic Works Fine On Ubuntu Lucid Lynx 10.04Siyam Rupali: Best Bangla FontHow To Configure Mozilla Firefox for Bengali