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R Grothmann has an EXCELLENT java applet for TSP that is very fast, and fascinating to watch. His site comes complete with source code... very nice!
Torsten Reil has a different applet for the same problem. It's slower, but you can also see more of what is happening, giving you a good feeling for how simulated annealing works.
Pablo Moscato has put together a definitive homepage for the Traveling Salesman problem. Very nice.
A list of useful Optimization Software provides code for TSP and many other related functions.
Java Applets. Jars offers excellent example programs.
I plan to expand this site with my own analysis of simulated annealing. If you have any good programs which exploit this or other methods, please write me.