Python. The Pygame library is handy for psych experiment programming, as is the pgu GUI library for Pygame. Just started playing with PyQt, another GUI library which looks professional. I miss decent type checking :-(
M$ Excel. Useful for quick manipulation of tables, e.g., adding colours to make effects standout. I find it handy to copy output from R, paste into Excel, and then use Data... Text to columns... to make into a table, e.g., for pasting into a paper. Niki also told me about this handy LaTeX table plugin.
M$ Powerpoint. Necessary evil. Faster than beamer and with a LaTeX plugin. OpenOffice fineish too.
LaTeX (MikTeX on Windows), WinEdt (one of the few shareware programs I've purchased - excellent) and LaTable. It's possible though painful to make posters using beamerposter. Recently Adobe decided to break its Reader program so that it no longer works with WinEdt. The solution: install version 8.1.3 and ensure all PDFs open in the SAME window. I've had enough: now using the excellent TeXnicCenter which does very sensible compiling and sync with the pdf.
JabRef. I have a central bibtex database which I manage using JabRef. Fantastic to be able to search abstracts, keywords, import from pubmed, and link to PDFs. The APAish export filter makes it possible to use JabRef via copy and paste to Word.