Software
bGMYC: a Bayesian implementation of the general mixed yule-coalescent model for species delimitation. Instructions here. See Reid and Carstens 2012 on my publication page.
I also wrote an R package (Reid et al. 2013) to check model adequacy of the multispecies coalescent model as implemented in *BEAST using posterior predictive simulation. This package had quite a few dependencies and thus was very fragile and broke quickly as they were updated. A part of the procedure I devised was adapted by Michael Gruenstaeudl into the R package P2C2M, available on CRAN.
For completeness, here are the data used in the paper, and the original package.