I'm looking for a way to create PGN files visually - so I don't want to type in the position and the moves manually, but I want to set up an initial position on a board, play some moves and then export that as a PGN file. Actually, I'm ok even if I can't play moves, but I do want to be able to setup the board and then export it either as a FEN or PGN string or file. I've seen the online tool http://www.chess.com/analysis-board-editor, but is there anything I can use offline? I'm on windows. And I would prefer free/open source.
What you are looking for is a chess GUI. These are some decent, free alternatives:
I also found that SCID, the chess GUI I was already using has this feature as well. Ctl+Sh+S allows me to set up a position.
I've been using fritz and that serves your purpose.
After you have installed fritz go to little arrow below the 'new game' and click on 'position setup'. After you finish setting your position, there is an option called 'copy FEN' on the same window and you can use that.
And if you want PGN, after setting up the position click OK, make moves you want to and click on 'copy game'and the pgn will be copied to the clip board and you can paste anywhere you want to.
You can try the online chess editor http://www.apronus.com/chess/wbeditor.php