For the purpose of
SCEA, just about any UML compliant tool would work. However, once you get into serious project architecture, you might need a whole lot more functionality than what can be obtained through the free tools like StarUML. For example, the ability to generate code skeletons from UML models in various programming languages, the ability to create UML models from existing source code etc.
I personally like Rational Software Architect but it is very heavy and of course not free. SmartDraw and MagicDraw are decent too. ArgoUML is excellent as well.
SCEA 5, SCJD,SCWCD,SCJP,PMP,IBM-SOA Solution designer,IBM-XML