These are the ones I use almost every day. These all run on Windows XP.
Free unless otherwise stated.
Not quite as large as Scott Hanselman's Ultimate Developer And Power Users Tool List For Windows though !
Notepad ++ - really useful text editor with language syntax - multiple tabs and multi-file search.
Winmerge - text compare and merge utility - I use it every day!
Beyond Compare - file compare which also works across FTP sites - really useful for testing if deployments etc. are up to date. Not free.
Paint.Net - graphics manipulation program. use it all the time for inserting screen shots into specs. etc.
Feeddemon - Windows RSS aggregator. Synchronises with Google Reader.
Wireshark - protocol analyser and LAN sniffer.
7-zip - handles zip files, jar files and just about everything else.
Passwordsafe - keeps my millions of passwords safe and sound.
Printscreen - allows you to print / copy / save screens or portions of them.
Google toolbar - especially the Spell check.
Sysinternals - excellent range of utilities - I user "Process Explorer", "Process Monitor", "ZoomIt" and "TcpView" a lot but have a look.
Putty - Telnet / SSH client.