CryEngine is another 3D game engine that is free for non-commercial and student use.
It is can generate executables for Windows, PS3 and Xbox 360, but like UDK all development must be done under Windows. It uses LUA as its scripting language.

It should be noted that, just like UDK and Unity, should you want to take your project commercial you will need to buy a commercial license. Although they say commercial independent licensing is "reasonable" I could not find an exact price on their web site.