Most of the newsletter campaigns let you do it
MailChimp (they have a free account)
aweber
mynewsletterbuilder

If you have access to a hosting account with phpMyAdmin and MySQL you can use PHPlist (phplist.com)

You'll just need to put the variable in the greeting i.e.
Dear {First_Name}
Every program is different though.
Hope that helps a bit.

Daniel