TikZ is a great TeX package to draw whatever you feel like drawing. I just used it to draw game trees for a paper. A good starting point for doing this was a tutorial by Haiyun K. Chen from Simon Fraser University. Below is the code I came up with for my games. The first game is an extensive form game among two players that have to choose twice simultaneously between two alternatives. The second game is also an extensive form game, but among three players. In the first stage, player C has to choose a value for z. Next, the two players E,F have to choose among two alternatives simultaneously.