Whenever I post a Sankey diagram (for example, here, here, and here), someone always asks how they can make their own. I'm always surprised that so many people have data where the chart type applies, but in any case, I've never had a good answer other than open up Illustrator and do it by hand. DensityDesign tries to make Sankey diagram creation easier with Fineo.
There's some good news and bad news though. The good news is that Fineo is easy to use. Upload a CSV data file, choose the order you want the columns, and you've got your diagram.
The bad news is it's not really a Sankey diagram. In the examples I linked above, you might have noticed a certain flow where you start with a single population, and at each segment there is a split or decay. Fineo, on the other hand, takes a column-by-column data structure and splits by categories on each column, which is actually much more like Parallel Sets, by Robert Kosara and Caroline Ziemkiewicz, but with curves (as Robert pointed out).
In any case, like I said, Fineo is easy to use and makes it easy to create something like the top diagram. Although, you might want to give Parallel Sets a try if Fineo doesn't do it for you.
As for actual Sankey diagrams? I'm afraid my best answer is still do it by hand in Illustrator. Any other suggestions are welcome.