I don't think that these have been mentioned:
Synergy -- A program that lets you use one keyboard and mouse to control several machines. Not like VNC et all because it doesn't ship video around, just input. It's useful if you have two monitors connected to different systems (or monitor + laptop) side by side and get tired of reaching for different keyboards and mice... and you havent' already run out and bought a little KVM.
VIM -- Bestsest programmer editor ever. Stick that in your bong and smoke it, Stallman!
Audacity -- Excellent sound editor, can read/write mp3 directly if you add LAME.
Cygwin -- Unix style command-line environment that runs natively on your PC. Includes bash, C++ compiler, Perl, awk, sed, cron, X server, you name it. If you do try it out, be sure to look at the package list before installing -- by default some very useful stuff is left out.
GraphCalc -- Not a bad little 2D/3D graphing calculator. I've never found an actual _use_ for the cutesy display, but it was fun to tool around with for a bit.