Process Explorer Provides all the process details that Windows Task Manager does not. Actually one of the many “SysInternals” tools provided by Microsoft (as noted below).
Sysinternals Around 70 Windows utilities intended mostly for tweaking and examining various parts of the operating system. Mostly written by Mark Russinovich - a professional hacker who Microsoft “brought inside” when they bought his company in 2006.
 Frhed Free Hex Editor is a simple tool that allows you to view and edit every bit inside any file. Even big files that might not fit in memory can be partially loaded and viewed/edited
Memtest86+ Runs a comprehensive test of a system’s memory and Northbridge chip. (bootable CD) Excellent for testing a new PC’s memory before trusting it with data. Also good for debugging a PC that’s starting to act flaky.
 Speccy Describes everything about your computer hardware that software can possibly discover - including details about memory, CPU, graphics, storage, and motherboard components. Written by the same people that make really good disk tools: Piriform. 
 Wireshark One of the most popular packet sniffing and protocol analysis tools available.  Can also view wireless traffic if your WiFi adapter can be put in "monitor" mode. Since Ethernet switches have mostly replaced hubs, sniffing won’t be very interesting until you setup port mirroring on your switches.  Dedicated remote "packet capture" hosts can also be monitored by a central console.
 Fing This network tool discovers all devices connected to your local wired and wireless networks.  Attempts are made to identify each device based on protocol responses and MAC addresses. Particularly useful when assigning static IP addresses and you don't already have a good device inventory. 
Ultimate Boot CD This bootable ISO image, also refered to as “UBCD”, has a pile of disk and other utilities available from a startup menu. This includes a good number of utilities described above - but only the non-windows ones. If you’re allowed to take one disk to a desert island covered with broken PC's, this is it. Incidentally, UBCD can be started from a USB thumb drive as well.
 HP-16c While not an official HP product, this emulator is a very close HP-16c workalike.  Although the actual calculator was discontinued in 1989, it is still popular with programmers. This is the calculator I should have had in college - and regret that it was discontined the year I graduated (when I finally realized how useful it was).  Incidentally, a third-party, credit-card-sized reproduction is now available here.