Mou is pretty good (and free)! http://mouapp.com/

MarkdownPad http://markdownpad.com/ is neat and does the preview thing, split screening your editing. (requires Microsoft .NET Framework 4 Client Profile, which it comes with and installs if you don't already have it. Windows XP, Vista, 7, and 8.)

Take a look at my comment above. It does what you want. I am not sure why I was down-voted!

Dillinger. It's open source, so you can also run it locally or on your own server. It's also a web-app, so it's cross-platform, too, of course. http://dillinger.io/

This one is a web-based editor which you can embed wherever you want. It's basically a replacement for WYSIWYGs:

http://epiceditor.com/

http://code52.org/DownmarkerWPF/ does this as well. It's both free and open source.