One free and extremely easy program is CorpsCon which will convert single points, batches of points in text files, and has a DLL that can be used from within programing environments like python.
2014-07-09: Updated link is http://www.agc.army.mil/Missions/Corpscon.aspx Clicking "Download CorpsCon" takes you to a page that looks a little odd and temporary but does work.