Sysinternals Suite for windows is a must have for anyone how knows more than nothing about the windows OS.
Process Explorer is the most useful tool. It can replace the task manager and shows you far more details about what is running on your windows box.
Best of the rest
Auto runs shows you all the locations that can be set for the automatic running of programs.
Shell run as enabled you to run programs under different credentials.
VM Map shows you where your memory is going.