Smartdraw and
ConceptDraw are two of the big alternatives to Visio.
I've been a long time fan of
Edge Diagrammer since it's early days. It's no where near as bloated and complicated (or powerful if you want to think of it that way) as the big guys, but it is for me much easier and funner to use, and so perfect for when i just want to do some quick sketching of an idea.
I think you have to ask yourself how you are going to use this tool, and perhaps more importantly, are you going to have to share your work with others. Visio may be a pain, but it is also commonly installed and used on some large projects, and even if you don't love it, it may make sense to force yourself to learn and use it if you need to work with others on diagrams.