I downloaded the San Juan freeware mentioned in this BGG thread. Very nice looking program, although the GUI functionality needs a touch of work. Reasonable AIs, too. I think I'd rather play against real people (on BSW) where the games are faster, but this is worth checking out.
Update: OK, I've played a few games, and the computer opponents weak spots are a bit more obvious. The author admits that they probably won't challenge 'people who've played 500 games on BSW' (cough cough), so I guess he's right.
Update: OK, I've now played a fair number of games, and the software can play well. I gather it's a genetic algorithm (somewhat) and it handles certain draws very well. It has it's flaws, but it's not bad.