A popular one is Matt's Script FormMail click here which is a CGI (Common Gateway Interface) program. This runs on the web server and emails you the form field contents.
You can get a PHP version click here or for another very good PHP form handler you could try Jack's Script click here (beware the pop-ups on this site).
It all depends really, on what your web host offers. Some web hosts have preconfigured form handlers which are copy and paste, so you could check your host out to see what they offer.
You could also write your own using any of the mainstream dynamic maguages, but CGI or PHP cover the most commonly available options on most shared hosting accounts, so the abovce links should get you going.
If your web host supports Microsoft FrontPage Server Extensions and you have access to FrontPage you could always use it to generate your forms. The beauty about FrontPage is that it has its own form handler built in which relies on your web host having the FrontPage Server Extensions installed. All you do is make your form in FrontPage and publish it. It saves all form submissions by default to a simple text file database and you can also specify an email address to send the form results to.
Good luck with it.