Below are a number of our favourite free or affordable tools that work very well with GameMaker especially for rapid game development:
Pyxel Edit - Pixel art editor designed to make it fun and easy to make tilesets, levels and animations..
BFXR - An elaboration of the glorious Sfxr, the program of choice for many people looking to make sound effects for computer games.
Aseprite - Animated sprite editor & pixel art tool.
AutoTileGen - Make full tilesets in no-time.
GraphicsGale - Easy to use animation graphic editor.