How do I report a bug in the Bitcoin client application? I just installed the v0.4 client and have a bug to report... where can I do this?

If you could also describe how to check if the bug has been reported already, that would be great too.
You can use the issues page on github. https://github.com/bitcoin/bitcoin/issues?state=open

You can also search through the issues to see if yours is already reported.