Speedfan. Takes a bit of setting up, but with a guide off the net it's easy once you know what to do with it.
I'm going to guess we're talking about the systems fans (CPU&Case), that said if your MoBo manufacturer doesn't do their own software you could give SpeedFan a try, it can be a PITA to setup but it's highly configurable. Ninja Edit: Darn beaten to it.
I have tried it but one of the fans keeps reverting back to a different speed even after i have been in the configurator!
