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NASM, The Netwide Assembler
Free assembler.

MSDN Collection Integration Utility
A simple utility for managing MSDN collections.

DebugView
Mark Russinovich
View your debug output without running a debugger.

The Image Debugger
Aug, 2003 - William Baxter
The Image Debugger allows you to send image memory from your application to an external viewer. This makes for a great way to debug those images without having to write some special code.

Microsoft Visual C++ Express
Microsoft's Free C++ compiler with IDE.

Mono
Novell's Open Source initiative for a platform independent implementation of the .NET framework.

Eclipse
A free IDE for all kinds of development. It uses plugins for specializing the IDE, e.g. for C++, Java, etc.

MinGW
This is a set of open source tools that implements the Unix/Linux enviroment for developers to use on the Windows platform.

SciTE
Neil Hodgson
Excellent free and open source code editor, with syntax highlighting for lots of different languages including C++.

GDB User Manual
This is the manual for the GNU Project Debugger. It is a very powerful debugger, though the command line interface takes a little getting used to.

Using and Porting the GNU Compiler Collection (GCC)
This is the complete GCC manual.

SharpDevelop
Open source IDE for C# and VB.NET.

LTProf
Shareware profiling tool with plenty of features.

Dev-C++
Very good open source IDE that uses MinGW.

GCC online documentation
The online documentation for this open source C/C++ compiler.

Code::Blocks
The open source, cross platform free C++ IDE, with support for many of the available compilers, like MinGW g++, MSVC++, etc.

Aqua Data Studio
Database query tool. Supports Oracle, MS SQL Server, MySQL, and more. Free for personal use and for educational institutes. An older version is available for free for commercial use as well.

Filecarver
Fizzysoft
A program for examining binary files. The file format is configured, and then the program shows the content in a GUI. The licenced version allows for editing and even creating new files from scratch.

GPU Caps Viewer
2007
This is a free OpenGL capabilities viewer, which provides very good information about your system essential for OpenGL programming.

GCC Compile Farm Project
Provides free access to many different architectures over SSH that allows for cross-platform compilation.

Valgrind
An excellent open source tool for finding memory leaks and other memory problems in your applications. Developed for Linux.

ResEdit
Julien Audo
Free resource editor for Win32 programming.

Visual C++ 2008 Express Edition And 64-Bit Targets
Feb, 2009
This blog post explains in detail how to configure VC++ Express 2008 to compile for Win64. If you run the batch file, don't forget to run it with administrative priviledges, or it won't work.

Very Sleepy
Free open-source profiler for Windows.

CMake
A cross-platform, open-source build system.

Notepad++
Free text editor, specialized in source code editing.

cppcheck
An open source static code analyzer for C++. It can be used to detect many problems that are normally not seen by the compiler, such as out of bounds checks, memory leaks, etc.

Dependency Walker
Free application to find all the dependencies of a binary.