Autoruns - XP/Vista/etc. - Find out what's loading at startup?
Avast! Home Edition - XP/Vista - Antivirus.

AVG Anti-Rootkit - XP - It finds and kills rootkits.

CCleaner - XP/Vista - Remove useless files from several applications, including Microsoft apps.

Clean System Directory - 98/etc. - Remove all those stray DLLs from your system.

Comodo Firewall Pro - XP/Vista/etc. - firewall received top ratings for stopping unwanted outbound connections.  (It's somewhat tedious to use.)

Encryption Analyzer - XP/Vista - Scan for encrypted, password-protected files on your PC.

Kruptos 2 - XP - 128-bit encryption to encrypt files and folders so that only you can read them.

File Shredder - XP/Vista/etc. - Completely shred files so that they can't be recovered.

HijackThis - XP/etc. - Protect yourself against sites that want to hijack your browser's homepage.

Internet Threat Meter - XP/Vista/etc. - Find out the latest Internet threats, and find resolutions for them. (Need Yahoo! Widget engine.)

Jetico Personal Firewall for Windows - XP/etc. - A personal firewall that helps keep your PC safe from Web miscreants.

Linkscanner lite - XP - Real-time website scanning in search of active attacks.

McAfee SiteAdvisor - Adds safety ratings to sites and search results to help protect you from adware, spam, and online scams.

NoScript - XP/etc. - Protect your PC by customizing your JavaScript preferences.  (Only if you use Firefox, Flock, or Mozilla as your browser.  It's not for Internet Explorer.)

PC De-Crapifier - XP/Vista - Clean out system junk and craplets from your PC.

RegClean - 98/etc. - Clean your Windows Registry of corrupted or unused Registry keys.

Revo Uninstaller - XP/Vista/etc. - Do complete uninstalls of programs, and clean out your system.

SpywareBlaster - XP/etc. - Catch spyware before it installs itself and wreaks havoc on your computer.

ThreatFire (formerly Cyberhawk) - XP/Vista/etc. - Protect your PC against rootkits, zero-days exploits, and other threats--without interfering with your anti-virus software.

Transaction Guard - XP/Vista/etc. - Protect yourself while surfing or performing online transactions.  (It's a spyware monitor and a password clipboard.)

Vista Recovery Disc - Vista - Recover data from a damaged Vista system with this little-known Microsoft utility. (It uses a .torrent file to download.)

WinPatrol 2008 - XP/Vista/etc. - Kill off unwanted background programs like worms, adware, and spyware.

ZoneAlarm Free - XP/etc. - Protect yourself from Web nasties with this free utility.  The program lets you stop e-mail-borne Visual Basic Script worms, too.