Dan Miller

ClipX -- A useful little add-on for the Windows clipboard to keeps your cut/copy history in memory. Once installed, just hit Windows_key-V and it lists that last items you copied to the clipboard.

Notepad++ -- A handy, free replacement for Windows standard-issue Notepad.  It's great for working with raw text files and programming languages that you don't won't messed up by Word's hidden formatting (including Stata and SAS).  Notepad++ features tabs so you can have multiple documents open at once (like in Firefox), plus you can define your own color/font/format style to make it easier to work with specific programming languages.

Opera -- Opera is an internet browser, like Firefox and Internet Explorer.  It consistently has beaten the two market leaders in adopting new technologies.  Opera, for instance, had tabs, well before Firefox or IE.  Opera's customization features are great and it has the best bookmark management by far of the major browsers.  There are, to be fair, two drawbacks to Opera.  Because it is more a niche player in the browser wars, some pages are not designed to display well on Opera.  The second drawback is that Firefox has a lot more user-written add-ins than does Opera (but it makes up for it by offering better features overall, like paste-and-go and image display toggle, among others).  You might ask, if IE is so bad, why do so many people still use.  Well, consider this observation from CPU, a computer power-user's magazine: "It’s fairly safe to say that if it wasn’t piggybacking on every copy of the best-selling operating system on the planet, Internet Explorer would be little more than a bad memory. Microsoft has been playing catch-up with Firefox and Opera for years..."

Bloglines -- Bloglines is a great news/RSS reader.  If you don't know what that means, it is website that gathers streams of news from different websites that you select, and presents you with a list of news stories.  You can then quickly scan the latest news from, say, the Marginal Revolution blog, updates on your favorite NFL team, and stories from The Washington Post.  It is a great way to stay current on a lot of different news sources that you wouldn't have time to separately check each day.