The only program I have purchased is Leveler, which is heightmap editor. After downloading the DEM, I use the freeware MicroDEM to scale the DEM and convert it to greyscale PNG file. Important to make sure the pixel scale and the proposed cell size match. MicroDEM makes this easy as it allows you to set the scale per pixel, ie 10 meters per pixel for most maps. Then save the DEM as PNG and I have a heightmap ready to use. Well, almost ready. The elevations will be terraced, or stepped, that is flat, drop, flat etc. Not realistic. This is where Leveler comes into use.
However, the freeware WILBUR program is equally useful, just a little more difficult to use. In fact, it has more and better erosion routines than Leveler. In any case, both programs can “deterrace” the heightmap to get rid of the stepped terrain created from the raw DEM. After deterraced comes erosion to create more varied and realistic terrain. The DEM misses much of the finer elevation changes, which erosion re-introduces to the heightmap. The 10m and 30m DEM of course lessen the requirement for as much erosion.