For work it's usually Hotspot Shield (or some other free VPN but I found this to work the best), cygwin and recently Windows PowerShell.

winamp
putty
firefox

RSI IDL 6.3, Notepad++, Adobe Photoshop

At work the more unusual ones are:
Manifold--- GIS (much much cheaper and in many ways better than ESRI products, if you're in the market definitely check them out)
WordPerfect 8 and 11 (old I know, but so far we can't find a word processor that handles our graphic-intensive reports better, and not everybody I work with is going to learn a publishing program)
Corel PhotoPaint (mostly for shuffling graphics from clients into formats we can work with better)
Plus the usual Excel, Adobe Reader, etc.

the three i use the most
Opera,winamp,openoffice

bbLean - A desktop-shell replacement based on blackbox. Makes Windows much prettier and makes me much more productive.
MSYS - A native UNIX-like environment; extremely useful for me
Free Download Manager - Probably the best download manager you can find right now
--- aw, only three? Why stop here?
WinAmp - The well-known music player that really kicks the llhama's ass.
TextPad - A very good text editor for Windows that's also excellent for programming. I especially like the unique way it handles cursor movement.
KATE - Definately one of the best text editors around, but mainly focused on non-Windows systems.
Konqueror - Also mainly for non-Windows. A universal viewer/browser and the best file manager I've encountered.

total comander
step 7 project manager
WinCC flexible 2OO5
PSPad

On Windows:
WinAmp, Yahoo Messenger, Chrome
On Linux:
Firefox, Pidgin, VLC

-Photoshop CS2
-firefox
-itunes

Hard to limit it to 3, but (keeping the usual browser & co stuff to myself):
aptana: Eclipse based JS development environment. Pretty much VisualStudio for the web.
scite: A wonderful little code editor, always there for a quick hack job.
CorePlayer Pro: A self contained video player (i.e. doesn't use windows codecs) that plays many formats at record speed. Especially h264 decoding speed is breathtaking (1080p on my old 2x1.6Ghz Toshiba with around 50% CPU usage). Main drawback is that it doesn't play AC3, so you'll have to convert your movies to AAC.
Actually that's not entirely true. I probably use MPlayer more than CorePlayer Pro, but CP is probably more interesting,

1. Wikipad - a personal wiki but I use it to keep all my to download stuff organized
2. MS Excel - to keep all my downloaded stuff organized :)
3. VLC Media Player for my mp3s and game trailers

1. mIRC!
2. Winamp
3.VirtuaWin, a multi-desktop manager, since at home I have two monitors... my laptop feels kind of small, so I grabbed this :)

1. Firefox
2. Media Player Classic. (always get problems with VLC..)
3. Find and Run Robot (2). Awesome launcher.
4. FreeCommander (awesome file manager that works well with FARR)
5. Notepad++
6. Anki (great for learning japanese...)
(7. Locate32 (again works great in conjunction with FARR, FC, N++) )

Firefox
Media Player Classic
Microsoft Word

GAIM, first and foremost.
Then 4 others in no real order:
Winamp
Open Office Calc
Open Office Writer
Calculator and Notepad compete for the 5th slot here.
Well, since you want us to write something about them.. Let's see:
GAIM (pronounce 'game'), is actually no longer around and was replaced by something else.. something penguin related, whatever. Still GAIM to me, and it's a free multi-client chat program (like Trillian)
Winamp, seriously, what's there to say about Winamp? Unlike iTunes, it doesn't suck balls?
Open Office calc, Open Office is an Open-source, free to use/download set of programs similar to Microsoft Office. Calc is equivalent to Excel, and has nearly identical functionality. Write is more like Microsfot Word. Open Office also includes other programs, but I'm not familiar with them, honestly. All I use is calc and write.
Calculator and Notepad? .. There is literally nothing to say about these, they are simply computer programs that replicate basic useful tools. Hell, both of them are hot-keyed on my spiffy awesome keyboard of doom.