Here is a list of recommended downloads. Keep in mind these are all free and I use them regularly so they are well tested. I have also tried many, many programs in these fields and they do not compare to these.

Category:
Program:
Comment:

Anti-virus

Avast

Requires a Registration, including your name and phone number in order to keep getting updates after 90 days. Still completely free.

Audio Player

Winamp

Browser

Mozilla Firefox

Burning

CD BurnerXP

This has not yet been tested but looks good, I'll get back to you.

C/++ Compiler

DevC++

Calendar Rainlendar I generally don't use calendar programs, they don't work the way I want. I used the one in the Mozilla suite and found that it had to be running to make warnings :P. Rainlendar has a sleek design and is very custimizable.
Compression (zip) TugZip A very nice freeware application that has the functions that I use. If you are using shareware then switch to this.
Disc Cataloging Disc Library Haven't used this much as I don't need to know what is on my disc very often. But from what I can tell this does a good job of remembering CD hierarchy and allowing search.

File Browser

2xExplorer

File tree with up to 2 file viewing windows, with comparing ability. uses Norton Commander keys if wanted. (note: double clicking file viewing window title[hope it makes sence later] brings you up a level.)

HTML Editor

AceHTML

This is more of a shareware because it is limited. This is for those that don't want to everything by hand but do wish to layout the code they want. Reducing the garbage that other programs add.

Instant Messenger

Bitwise

Highly Secure IM. Concentrates on privacy. There is a pro version but that is a separate program and is aimed toward businesses.

Java Compiler

Eclipse

IDE, gives you real-time error warning and also suggestions on how to fix it.

Mail Client

ThunderBird

I don't actually use it as a mail client but a newsgroup program.

MP3 Editor

Audacity

Notepad Replacement

ConTEXT

Spell Checker

Word Web

Great Spell checker, There is a pro version with more words. But now FF has spell check.

Text/Programming Editor

GVIM

This is a Graphical Vim for windows and Linux. It takes time to learn, but once you have mastered using commands rather than the mouse, it will be your best friend. I would suggest not using it until you take about a half hour and run through the tutorial, and practice a little.

Video Player

BSPlayer, MPlay Classic

I have two here because they are both very good players, and MPC can play DVD's too.

Website Counter PHP Counter I use this for my site, if you would like to see the things it does view my site stats. Site Stats Also located under php Conter in my misc section.

Windows shell Replacement

GeoShell

Get rid of your Start menu. Though you do need to know the Registry because that is what you use to tweak settings.

Word processor

OpenOffice