Visual ToolTip 2.2 - Brings thumbnail previews of taskbar programs (standard in aero on vista) to XP.
WinBiTs - Allows you to use the same background intelligent transfer service that windows update uses to download files. I use it for large driver downloads that I dont necessarily need whoring my computer when im using it for other stuff at the same time. As its intelligent itll scale network usage as appropriate
Macrium Reflect Free - Creates full partition/drive image backups and provides a linux rescue cd to restore the images. The free version doesnt support incremental backups, so I use 2 old DVD-RWs to store my C: image.
RemoveEmptyDirectories (aka RED) - Does what it says on the tin, scans your partitions for empty directories, and deletes them
It tries to do this intelligently and attempts to not delete system stuff, but there is a disclaimer saying that some programs expect there to be an empty directory (for writing logs etc...).