SharePoint developer Toolbox ( Google to get latest downloads )

Links:
CAMLViewer
CAML Viewer

CAML Builder
http://weblogs.asp.net/jan/archive/2008/05/28/new-version-of-the-caml-query-builder-tool.aspx

Internet Developer ToolBar
http://www.microsoft.com/downloads/details.aspx?familyid=e59c3964-672d-4511-bb3e-2d5e1db91038&displaylang=en

FireBug
https://addons.mozilla.org/en-US/firefox/addon/1843

Google Chrome( comes with document inspector )
Chrome

WSPBuilder
http://www.codeplex.com/wspbuilder

FAR
http://www.rarlab.com/

BDCMetaMan
http://www.lightningtools.com/default.aspx

Application Pool Recycle and Warmup
http://www.harbar.net/articles/APM.aspx

SPDisposeCheck
http://code.msdn.microsoft.com/SPDisposeCheck

Some more...
http://blog.thekid.me.uk/archive/2008/09/29/my-current-sharepoint-development-toolkit.aspx

http://www.sharepointdevwiki.com/display/public/Other+SharePoint+Development+Tools

http://blogs.tamtam.nl/mart/SharePointToolsGaloreV3.aspx

System Essential Tools

Screen Capture
Mercer Tool

Search Files
Grep for Windows