Here is a list of best kept secrets that developers keep under their hats for looking in to what your Windows system is doing:
svchost Viewer – A program to see what all those svchost.exe are running.
GhostDoc – Make those comments and documenting classes, methods and properties so much easier
Paint.Net – it goes without saying, probably the best free image editor around
Unlocker – Got a file locked, free that lock
MSBuild Extension Pack – If you are building a Continuous Integration server, you are going to have to have these tools
Portable Apps – A must when you are working on clients site, means you have all the tools on your portable drive that you can load without the need to install anything on the clients machine