AIDA32
http://www.aida32.hu/aida32.php

The best diagnostic tool I have tried; it will even recover the Windows Product Key

Spybot Search & Destroy
http://security.kolla.de/

Not only allows you th track down programs that are spying on your web surfing, and send you adverts, but also contains some useful diagnostic tools.

Allowed me to track down a Windows Explorer/IE problem that was actually due to a corrupt MS Money installation!

TweakUI
Windows 2000, Windows NT, Windows ME, Windows 98 and
Windows 95
http://www.microsoft.com/ntworkstation/downloads/
PowerToys/Networking/NTTweakUI.asp
Windows XP
http://www.microsoft.com/windowsxp/pro/downloads/
powertoys.asp

Other User Interface tweaking programs may offer more options, but nearly all the useful tweaks are available for free from Microsoft.

Check Identical Files
http://www.abc-view.com/cif.html

There seem to be very few good identical file checkers. This one, at just under a tenner, is the best I've come across.

DirGraph
http://www.spillett.net/dirgraph/

Querky interface, but a useful way to see where all that disk space has gone.

DriverGuide.com
http://www.driverguide.com/

If you can't find a driver on the manufacturer's web site or Windows Update, look here. You have to register, but it is pretty painless.