QGIS "Point Sampling Tool" should be the plugin you're looking for.
Here's a detailed description of how to use it: http://pvanb.wordpress.com/2010/02/15/sampling-raster-values-at-point-locations-in-qgis/
Update based on Paolo's comment:
the plugin is not the only solution, and not always the easiest solution anymore. An alternative solution is the Saga function ‘Add gridraster values to point’ in the processing toolbox. See for details http://pvanb.wordpress.com/2014/07/01/sampling-raster-values-at-point-locations-in-qgis-an-update/