If it's an AVI file, I'd strongly recommend VirtualDub (set it to direct stream copy in video and audio settings so you don't recompress.) If it's a MPEG file, there are millions of tools out there, but, lazy me, I just use the MPEG tools built into TMPGEnc. Using that you can cut out certain sections and that sort of thing.
If you want to get REALLY advanced, avisynth can do basically everything but the actual encoding, but it's a lot more complicated and you have to do a lot of things manually.