Around the office I've become known as util-boy. When anything goes wrong with my computer, the admin's anwer is usually something along the lines of - "you've installed too much crap!"
That might be true. There's a couple of them that are very useful though.
Don't leave home without these free utilities...
Code Library -
A very attractive application for code organizing. It runs on Sql Server (or MSDE) so it's nice and fast. I use it to store groovy code snippets, as well as annoying errors that re-occur and I forget how to solve (ever get those ? :)
Get it at - http://dotnet.4all.cc/ (bad website, nice app)
Sysinternals -
A site that provides a suite of utils no developer should be without.
Regmon monitors registry changes.
Filemon monitors your file system.
Process Explorer (my favourite), an alternative to the normal task manager that allows quick killing of processes as well as searching for processes that are using a specific dll (for those "file is being used by another process" errors).
Get them at - http://www.sysinternals.com