SysInternals make the essential Windows toolkit, which proved so useful that Microsoft bought them out. I’m not going to go through the tools here, but suffice it to say that Process Monitor and Process Explorer have saved my bacon on many, many occasions, and their BSOD screen-saver is fun for pranks.
What I found out today is that the entire tools collection is available as a network-share! Just go to \\live.sysinternals.com\Tools and you can copy them over! This makes it trivial to script getting them onto a new PC.