grapetree

Display HTML Sitemap for you site, include all pages, all posts in each categories, show all posts under their category name.
It is very easy to use, What you need to do is just insert shortcode [sitemappage] in any page or post, then html sitemap will shown in that page automatically.

SiteMaps

Display HTML Sitemap for you site, include all pages, all posts in each categories -- with category name

LordPretender

By using a shortcode or PHP function, this plugin generates and HTML Code which is displayed in your page or anywhere you want. 
It displays pages and posts sorted hierarchically in their categories.
The generated page will give an easy navigation for your users and is SEO user frendly.
<h3>Configuration</h3>
The shortcode <code>[simple_hierarchial_sitemap]</code> has optional parameters :
<ul>
<li>exclude : with this one, you can list posts (or pages) ID you don’t want to be displayed (example : [simple_hierarchial_sitemap exclude=445,446]).</li>
</ul>
Parameters can be used together.

Simple Hierarchical Sitemap

Simple Hierarchical Sitemap is the simple way to add an HTML sitemap to your wordpress blog...

SiteMaps vs Simple Hierarchical Sitemap