I think it is good practise for any tester to carry a thumb drive with their favorite testing tools wherever they go.

Here are some things that are on mine:
(Some are web-based tools, so may not be available if you’re working in a draconian conservative sweatshop)

General Testing Tools:

• perlclip (and activeperl installer)
• Rapid Reporter
• SessionTester

Recording and Graphics Manipulation

• SnagIt (the only testing tool I’ve actually shelled out cash for) MWSnap is a miser’s alternative
• paint.NET (cool freeware image modification tool for Windows)
• CamStudio
• Jing

Web Testing Tools

• Firefox + extensions
  • Live HTTP Headers
  • Firebug
  • Perapera kun (with Japanese libraries) – actually I tell a lie re spending money. I donated cash to this also.
  • Selenium IDE
  • Firefox Throttle
  • YSlow
• TamperIE
• Fiddler

Modelling / Mind Mapping

• FreeMind
• XMind

Bug Tracking

• Instant Mantis

Miscellaneous Utilities

• TeraTerm
• CutePDF

Customer Support

• supportdetails.com
• useragentstring.com

I also make sure to keep an eye on QuickTestingTips.com