Here's a couple ones that haven't been mentioned (surprised since they are some of the best):
Grisoft AVG: About the best AVG that's fee out there now.
ZoneAlarm: Great gaming and general purpose firewall.
AdAwarePlus LE: Great spyware detector.
SpyBot Search and Destroy: For anything AdAware doesn't catch.
HiJackThis: For hookers and Trojans and HiJackers. Not for the faint of heat though, it's very basic and requires a knowledge of what is harmful or not . There's no "fix problems" button, but it will list everything you need to see and make decisions from there.
For gaming:
TeamSpeak: Great VOIP (Voice over Internet Protocol) communications utility. Get's hacked sometimes but if you register your users that can be avoided. Not entirely free, since a server is requried, but there are many free servers.
Ventrilo : Another VOIP program, with better sound quality, and a unique phonetically pronounced name feature. As a person enters the program he can be announced with a computer voice. "diss figurd has entered the room". Great while games take up your entire screen.
QTracker: Simply by far the best game browser out there. Modeled after the old "All Seeing Eye", it does everything the serious gamer wants and nothing it doesn't. Very little bloat, with all the tools you need to find games, and keep track of friends. Not required to be running in the background for your friends to find you, since it tracks by the use of ingame names, not additional names used for other utilities (X-fire and GSC for example).
TSO (teamspeak overlay): Shows who is speaking in a TeamSpeak chat by overlaying their names ontop of the game your playing. Great for getting to know the people you play with by seeing their names each time they speak. One drawback, @ a 1600x1200 resolution it doesn't work.
Others......
Trillian: IM (instant messenger) that combines Yahoo, MSN, AIM, and ICQ, along with an IRC chat client for saving chat rooms. It doesn't allow you to use all the features of each IM. But if your only concerned with staying in contact with many people on different services it works wonders. Enter each of your passwords and user names for each IM and it opens in a single program. Does not require you to use all the IM's with it, only the ones you choose. So if you like AOL/AIM and it's advanced features, and most of your contacts are on it, you can use Trillian for only MSN, ICQ and Yahoo.
Conquer Cam: Great little utility for uploading webcam pics to your homepage or website. Includes .jar files for your website server for rotating pictures automatically. Easy to configure and has it's own FTP client for uploading. Has overlays (transparent masks) for entering names and dates in a clear area of the picture. Also can be configured to have date in any format or no date at all, or no caption at all. Only drawback to full version is an occasional picture with the world "trial version" on it, and the lack of ability to deal with multiple cameras.
KabCam: Nearly the same as above but with a limited time use, and an irritating spam when opening it. But still an excellent little utility.
Belarc Advisor: Find out exactly what hardware you have on your computer. Manufacturer, size and volume of, and speed settings, for them too. Also shows installed software and O.S updates and versions.
Not programs but great resources:
OSWD (open source web design):Great templates for beginner webpage builders. Why bother deciding on color and content. Get a template from them. All free with very little spamming for pay designs.
ProcessLibrary.com: Something in Ctrl/Alt/Del you don't recognize? Tye the name in at ProcessLibrary and found out info about it.
Black Viper's: For the serious hardware and power freaks (me). Find out and read about all the crap XP and Vista contains as default settings and get rid of them one by one, till your lean and mean. Not for the casual PC user looking to gain some speed, unless you want to read extensively. But it is a good layman's explanation of all the things in your processes that are going on. What you may need or may not need.
Warning:If your not comfortable with going into registries or even your services area, don't start dicking around with his "tweaks".
DSL Reports: Pretty much the best place for testing connection speed, tweaking your settings and finding a good ISP.