It looks like Gravity Forms can do this. I just did a quick search on the support forums and found this, an answer to someone asking almost exactly the same question as you:
Gravity Forms can be used to create
custom post types as well as custom
taxonomies, however it doesn’t do so
out of the box. It requires the use of
available hooks to tell Gravity Forms
to use a custom post type or custom
taxonomy instead of the default. By
default it uses standard WordPress
Posts, Categories and Tags.So yes it is possible, but it does
take some custom code. When you are
ready to implement this you can search
the forums for code examples as many
people have done this, or you can post
a new post describing what you are
trying to do and request some
assistance and we can assist you with
basic code snippets to get you
started.We do plan on creating an Add-On in
the future that will make it much
easier to create custom post types and
use custom taxonomies.