He uses Adobe Photoshop 7.0. How do I know? I read it in the resources. I use Adobe Photoshop CS, though unless you have a good $6-700 in your pocket, good luck getting it...
If it wasn't avatar that used it, well I know rm2k3kid uses Adobe Photoshop 7.0 at least. If you want to see how I sprite, check out my thread in the "Home of the Sprites" forum. As for the other two, you'll have to go to their game topics.
If you look through this topic instead of lazily post a question that is in a help topic, you could save yourself some humiliation.
If you mean 'what program is used to make the games', then check the RM2K/3 FAQ topic. Hopefully, if you're in this forum though, you should know what program it is...