One of the best things about Hexen2 is the abilility to modify much of the game itself. Here's the files you'll want to get started.
Hexen2 Source Code (added 3/10/99) - includes compiler. This is what you will need if you want to make a basic Hexen2 mod. (498 KB)
HexenWorld Source Code (added 3/10/99) - Here is the source code for HW, which is what you will need if you want to make a mod that people will play on the 'net. (608 KB)
Siege Source Code (added 3/10/99) - Here is the source code for the Siege mod, a good reference for making your own HW mod. (NOTE: this code also contains source for Kor Skarn's rotation progs, as well as several bug fixes and optimizations) (767 KB)
HCCmp.exe (added 3/10/99) - This is the mission pack source code compiler for Hexen2, and is required to compile the HW source. This is also included with the Siege Source Code. (89 KB)
Heretic Textures converted by Dehumaniser (added 4/28/99) - a collection of Heretic textures (whichever ones Dehumaniser got to convert properly), in standard .wad format. (569 KB)
Texture Wad (added 3/29/99) - This is a complete .wad of all textures from Hexen2 and its mission pack, Portals of Praveas. Very useful if you use a map editor other than QuArK. (6.21 MB)
Hexen2 Palette (added 3/10/99) - If you're making images for Hexen2, they'll need to conform to this palette. In various forms. (9 KB)
NewWad V1.4 (added 3/10/99) - If you make textures for Hexen2, you can easily put them in their own wad with this utility, but doing a little scripting. Very useful! (247 KB)
Hexen2 Skins (added 3/10/99) - These are wireframes and skins for the four classes of Hexen2... very useful for making your own skins. (147 KB)
My personal favorite for texturing is Paint Shop Pro v5.1.
Official Hexen2 Utils (added 3/10/99) - the official Raven level utilities, including BSP, VIS, and LIGHT. Required for maps. (3.96 MB)
New Hexen2 Utils (added 3/10/99) - supposedly there are some bugs with the above, so Eric Hobbs created his own updated version of the util. Check them out as well. (173 KB)