SafeNet SoftRemote is probably the most common third-party IPsec VPN Client. Microsoft would argue that its VPN Clients are already on most desktops (PPTP for all Win32 desktop, IPsec for Windows XP/2000/2003).
Beyond this, the list is less obvious. You might try searching some market research websites (Gartner, Infonetics, IDC) for market share reports.
This was first published in May 2004