Sega Master System / Mark III / Game Gear
Maxim has written this excellent GUI-based version of the SMSReader utilities, with reading, writing and checking functions rolled into one easy-to-use program. A CRC checking feature is included, so you can check your cartridges against the existing dumps automatically. Full instructions are included in the ZIP file - just extract the ZIP contents to an empty folder and go!
Have a look at Maxim's home page to see some of the other superb SMS-related software he's written - including the fine ROM checking and renaming utility, SMS Checker.
If you're not running Windows, or would like to use the command line tools for whatever reason, see the old SMSReader software page.
Hopefully your SMSReader is fully working, and you're happily reading (and possibly writing) cartridges with it. If you're unlucky, though, you may be having one or two problems. The next section (and the FAQ) may help you deal with them...