Some people (including this guy) sometimes have a problem with the blogging tool provided by the blogging services. They opted to pick third party tools which can help them do better blogging, mostly in posting. Well, SmashingMagazine has wrote an article about 15 Desktop Blogging Tools Reviewed which list some of the tools out there.
Please note that this is only a review and it's not a perfect guidelines for everybody. The final decision is in your hand.