I'm using 7-zip (open source), which I love a) because it's free, and b) because it's usable and doesn't annoy with all the ads that WinZip does. Shell extension, right-click, etc. is all working, and I'm able to create both zip and tar archives.
But how on earth does one create a .tar.gz archive? I don't see it in the options of available compression formats, and the site I'm uploading a file to requires this compression format.