We tried out and really like MQTT.fx which is Open source under the Apache 2.0 license and has packages available for Windows, Mac and Linux (64bit deb)
Start by visiting http://mqttfx.org/
and download the latest version, as of this writing, 0.0.16 is the latest
You might have to mouseover to see the links, we grabbed the .exe file for windows. The .dpkg file is for Macs, the .deb file is for Debian Linux.
Go thru the installation process
OK now run it and go to the next step!