All developers have certain software they use day in day out, either essential utilities or best of breed applications. Here is some of the software that I use, grouped, but in no particular order.
MSDN Professional - The most cost effective of the MSDN subscriptions.
ReSharper - The ubiquitous productivity tool.
GhostDoc - Quickly create documentation comments in your code.
.Net Reflector - Decompiler.
NDepend - Serious code analysis.
SciTech MemProfiler - One of the best memory profilers for .Net.
ApexSQL - A complete suite of SQL developer tools.
SQL Delta - database schema and data diff and synch tool.
SQL Recon - find those servers!
GenerateData.com - does what it says on the tin
Editplus - Excellent text editor.
EmEditor - Text editor for big files.
BeyondCompare - file and folder comparison utility.
Directory Opus - reliable Windows Explorer replacement.
VMWare Workstation - development and testing has never been easier.
SysInternals Suite - all the SysInternals utilities in one handy package.