Most of the time I'm using PlantUML [1], since it can live in the same place as the source code, moreover there is a IntelliJ Idea plugin which adds PlantUML support to the IDE [2], nevertheless I think there should be plugins available for all major IDEs.
[1] http://plantuml.com/
[2] https://plugins.jetbrains.com/plugin/?idea&id=7017