The Mersenne Twister is a very good Pseudo Random Number Generator algorithm. Read more about it at its homepage. I've written a couple of versions of the RNG, and used it in a number of programs, including PennMUSH.
The first is a native ocaml implementation, part of my mathlib library.
The second is a set of C versions for the GNU and Intel compilers that uses the x86 MMX instructions. It's available here.
Last modified: Sun Jul 6 13:29:16 PDT 2003