Windows - Security (STRONGLY RECOMMENDED)

• Ad-Aware and other software to help remove cookies and remove spyware installed when you install other software
• Black Viper - has very helpful lists of services on Windows 2000 and Windows XP - which ones you can disable, etc.
• Firefox - web browser with customizations to remove popup ads and more. Recommended settings and extensions.
• PuTTY with clients for telnet and ssh (to avoid sending unencrypted passwords)
• Startup Control Panel which allows you to control which programs load when your computer starts up
• Thunderbird for email. Recommended settings and extensions.
• WinSCP for secure file transfer via SFTP and SCP
• ZoneAlarm allows you to configure what computers can access your computer
  • To allow remote connections (e.g. ping), go to ZoneAlarm Security -> Advanced and add trusted IP numbers, and set local zone security at medium

Windows - Other Software

• 7-Zip archiver (handles zip, rar, etc.)
• Audiograbber - CD ripper and mp3 encoder
• Bootable CDs
• CDBurner XP Pro for burning CDs - substantially better than some of the commercial software
• CutePDF for printing to pdf
• Cygwin - UNIX command line interface and tools for Windows
• Foxit pdf reader
• GSview for viewing postscript files
• LCC-Win32, a good C compiler and programing environment
• Mihov image resizer - does batch image resizing and format conversion
• Skype - free internet telephony that works well (no issues with noise, handles conferencing well also)
• Trillian, which allows you to connect to IRC, MSN Messenger, AOL Instant Messenger, and Yahoo Messenger
• Wallpaper Changer - does a great job of changing wallpaper from an album of images
• XnView for viewing images

Windows compatibility, patches and mods

• jv16 PowerTools to clean up the registry (free trial)
• patch for connection limit of 10 in Windows XP
• registry tweaks

Academic

• COIN operations research software - includes linear program solver and so forth
• GLPK - GNU linear programming kit
• R for statistical computing

Media

• Audacity for recording and editing sounds
• dBpowerAMP music converter
• K-Lite codec pack
• LAME MP3 encoder - a high quality, and free, encoder for compressing WAV files as MP3
• mp3DirectCut for editing mp3s
• RazorLame - a good GUI frontend for LAME
• VideoLAN media player (for DVDs etc.)
• VideoReDo to edit mpeg files
• VirtualDubMod to edit avi files
• Winamp, the best music player that I've come across for Windows

Freeware and shareware sites

• GNUWin, free software for Windows
• Old versions of software
• TUCOWS, freeware and shareware by platform and category
• ZDNET more freeware and shareware

Freeware available on most systems

• aspell spell checker
• GIMP image editor
• HTTRack website copier

Freeware with difficult learning curves, but great utility

• LaTeX, word processor - not WYSIWYG, but easy style changes and equations
• vi, a powerful editor. vim is my favourite version and it comes with diff, which is very useful for document version comparisons.
• HxD, a freeware hex editor

• Amaranth Games - Ahriman's Prophecy is very good for a freeware game
• Battle for Wesnoth, a good fantasy strategy game
• Chess GUI Arena and links to chess engines
• MAME runs games from old computers
• Nethack, a great ASCII game
• Zangband, another great ASCII game, and spoilers for artifacts and monsters

UNIX and LINUX

• Gnumeric spreadsheet for UNIX
• Screen text window manager FAQ