You didn't specify an environment.
From the documentation for Linux's /dev/random
The random number generator gathers
environmental noise from device
drivers and other sources into an
entropy pool. The generator also keeps
an estimate of the number of bit of
the noise in the entropy pool. From
this entropy pool random numbers are
created.
So this is a cryptographically secure random source, based on unpredictable input from such things as the arbitrary timings of ethernet packets, keyboard and mouse input, etc.
There's also Bruce Schneier's Yarrow PRNG server. Not truly random, but considered cryptographically secure.
... and also EGD, the Entropy Gathering Daemon. Written in Perl and hence portable across many platforms.
