Lamers...
1. Microsoft Visual Studio (w/ Platform SDK & MSDN)
2. Mozilla Firefox
3. Microsoft DirectX SDK
4. Microsoft Xbox SDK
5. OpenAL SDK
6. PhysX SDK
7. NVIDIA SDK (Too many associated tools/SDKs to name off one by one)
8. GIMP
9. IDA Pro (Great multi-platform/format Dissassembler)
10. NVIDIA's NVPerfHUD 5
So many more things I want to add, but those are the most useful peices of software I've ever bought/downloaded. And yeah, I know it's mostly NVIDIA stuff... their stuff kicks so much ass