(Someone beat me to it, but here are more details)
If you have Autodesk Inventor 10+, you can use the Design Accelerator. It's a new tool in version 10 and in assembly files; it creates parts such as gears, sprockets, bolted connections (i.e. inserts a bolt and optional washers and nuts according to different parameters) and others. While in an assembly file, go to Tools > Design Accelerator. Select Gears (or something like that) and run through the wizard. I'm not too sure what the next steps exactly are. Play around with it and you'll get the hang of it. You'll probably want to stick to Designer mode instead of Engineer or Expert. Remember, you need to do this in an assembly file. After finishing the wizard, it'll create the gear part files in the project folder. Alternatively, you can save the part as a new file once it is in the assembly. I hope you understand this, ask again if you don't and I can get back to you with Inventor 10 equipped.
If you don't have Autodesk Inventor 10+, which is my situation since my computer specs aren't to its liking, you can download gear parts.
1. Go to
SDP/SI's Online Catalogue
2. Find the gear you're looking for.
3. Click on its part number.
4. Click on 3D CAD Models in the bottom right corner of the popup.
5. Click on Downoad CAD Model.
6. Select STEP as your format (I believe STEP is better for Inventor than IGES and DXF, but I might be wrong) and download.
The gear part you download may not be exactly how you want it (wrong bore size or thickness) but you can always edit the file or copy the profile of the gear to a sketch in another part file.
I hope you are using gear models for presentation or manufacturing purposes, otherwise it's pretty much unnecessary and will only slow your computer down by trying to display such a complicated CAD model. Circular discs with the diameter equal to the pitch diameter of the modelled gear will suffice for most designing purposes.