I particularly like:

Process Explorer — a much enhanced Task Manager
Autoruns — check and edit what runs at startup/logon. It’s really quite comprehensive
Filemon — check which apps are accessing which files, in realtime
Regmon — same as filemon, but for registry entries
pagedefrag — defrag your pagefile for faster system performance
handle — find out which application has a file open
rootkitrevealer — check for rootkits
junction — make one directory an alias for another — useful for accessing one directories from two places, or providing short paths for often-used directories (c:\documents and settings\anthony\my documents\web_stuff\project1 -> c:\projects\project1)

There’s plenty of other tools, and I’ve used most of them at least once.

Its a great clean up utility for all bad things such as left overs in registry…