Scribus is a nice free Open Source Desktop Publishing Software. Scribus supports professional publishing features, such as CMYK color, separations, ICC color management and versatile PDF creation.
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Scribus works on Windows, Mac OS X, OS/2, Linux, and Unix. Scribus presents professional page layout with a combination of “press-ready” output and new approaches to page layout.
Scribus is totally free, and supports advanced features. However, it might be a bit difficult to learn in the beginning. But its free, versatile, and works on multiple platform.

Scribus has a well maintained wiki that provides all the documentation about Scribus. Surprisingly, I had a really tough time finding link to that wiki. They have burried it in their website. Here is the link for Scribus wiki. Download link for Scribus at the end.