Here's a shortlist of utilities I think are essential for regular users of Windows-based systems.
Most of these are aimed at keeping your system running cleanly, eliminating problems, or checking the status of hard disk drives or memory hardware.
If you have a suggestion or find a broken link, please use our contact page to let us know.

Maintenance Utilities

• Tree Size Pro by Jam Software -
  must-have!  Or you can get the freeware version which is simpler but
  still useful.
• Spyware and 'Trojan' removers: scans system for "ad-ware"
  or "spy-ware" that has been installed on your machine
  without your full knowledge and consent.
  • Ad-Aware by LavaSoft
    (friendlier) or
  • SpyBot S&D by http://www.safer-networking.org/
    (catches some things that Ad-Aware doesn't)
  • Power user stuff (not for the faint of heart -- useful if
    you have a serious infestation, though.)
    • Autoruns
      from Sysinternals.com
    • HiJackThis! by Merijn (http://www.spywareinfo.com/~merijn)
      - very cool power user utility; looks for junk that has been added to your
      system. Also
      many other utilities from this site - You should check them out... 
    • KazaaBegone my Merijn (http://www.spywareinfo.com/~merijn/downloads.html)
      claims to be able to remove all the crap that Kazaa deposits on your
      computer.
    • LSP-Fix helps
      detect third-party network Layered Service Providers (LSPs)
      which can be used to hijack network communications (LSPs can
      defeat software firewalls such as ZoneAlarm) 

Power User/Developer Utilities

• Most Sysinternals stuff,
  especially:
  • Process Explorer
  • Filemon
  • Regmon
  • PageDfrg
  • DbgView
  • Autoruns (under Miscellaneous)
  • PSTools
• LoSOFT Tools:
  Freeware utilities; one of which (scacl.exe) allows remote management of
  NT/Win2k/XP service ACLs; very useful if you are trying to use Sysinternals'
  psservice or Microsoft's SC.EXE to remotely administer services.
• RegClean by Microsoft (Microsoft is deprecating this utility)
• EasyCleaner by Toni Arts(Replacement for RegClean)
• COM Explorer by 4Developers (Manage ActiveX controls, remove malfunctioning/misregistered controls and other COM objects, etc.)
• Beyond Compare by Scooter Software (Highly recommended!  Well worth the registration price.)
• BoundsChecker
• Gimpel PC-Lint
• Network configuration:
  •  Netsh (win2k/xp) - manipulate network interface configs from command line
    • http://www.networkclue.com/os/Windows/commands/index.php
    • Microsoft
      page describing Netsh

Basic Necessities

• WinZip

Hardware Testing

• Memory testers
  • MemTest86+ (www.memtest.org)
  • MemTest86 (www.memtest86.com)
• Disk Testing
  • HDTune (http://www.hdtune.com/)