Scott Hanselman has this great 
list of tools that every developer should have.  He comes from a .NET perspective, so some of the tools are even written in .NET.
Quick list of my favorites:
   - Notepad2
- Cropper
- Reflector
- Process Explorer
 Check out Scott's list - it's extensive.  I've learned about a ton of new utils in just 5 minutes of perusing his list...