MaximumPC (Nov 2006) recommends the following utilities that caught my eye:
WinDirStat: to help understan where all your hard disc space went.
File Shedder: to completely, thoroughly, erase and permanently delete a file.
TrueCrypt: really,really encrypt a file. Apparently works with USB keys.
Ccleaner: recover hard drive space wasted on temp files, unused regedit entries, etc.
Belarc Advisor: audit your system's drivers, logins, etc.
ExplorerXP: much better than the Windows Explorer. Also chop up large files into smaller ones for easier FTP.
This issue has a How To article about streaming video from a webcam. They recommend a $20 utility from http://www.tincam.com