If you buy an NXT brick by itself you have to purchase the license for NXT-G. If you buy a full kit from LEGO education or Toys'R'Us the software will be included.
BUT NXT-G will not program HiTechnic items, HiTechnic needs RobotC software or as I just found out LabView will work too. (
http://usfirst.org/roboticsprograms/...t.aspx?id=6650) which you can purchase the license from
http://www.legoeducation.us/store/de...ID=1355&bhcp=1. NXT-G is traditionally used in FLL (or home kits) with the LEGO sensors. RobotC is FTC's software and works with Tetrix items. It can be a bit confusing trying to find this information on the lego education website.
PM me if you have other questions about the brick or software, I work heavily with FLL and have assistant coached 3 different FLL teams.