Some useful applications

Chrome (Mac/Unix/Windows) - Great browser.
Quicksilver (Mac) - Nifty launcher & a bit more.
Omnifocus (Mac) - Task/List Management. How I stay sane. Based on David Allen's GTD.
ssh-agent (unix) - If you still type in your password everytime you connect to a box, learn to use ssh keys & ssh-agent.

Formerly useful applications

Things I found very useful once upon a time, but sadly whose time has passed.

Adium (Mac) - Great open source IM client that supports multiple networks. Yahoo! made it very difficult for Adium users. Over time I found everyone I was IM'ing with was either using gchat or SMS.
iTerm (Mac) - nice terminal emulation app. Switched to Terminal.
Putty (Windows) - Forget SecureCRT. Putty is ten times better and free. Better support for xterm-color, as well as ssh-agent like functionality (except they call it paegent), and a Windows <-> Unix scp utility. I honestly can't remember when I last used a Windows machine.
TextMate (Mac) - Great little editor. Almost everything I do, personal & professional, is in Google Docs.
x2vnc (unix/windows) - A very cool hack. At work, I have a Windows 2k and FreeBSD box sitting next to each other. Running VNC on the windows box, and x2vnc on BSD box, this allows me to seemlessly flip between systems, just by moving my mouse. (No more port switching!) It even let's my copy/paste between the two OS'es! Now that's just cooooool.
Tramp (unix/windows)- An emacs module for editing files on remote machines. Instead of ssh'ing in & running emacs on the remote system (which subjects to you lag & sudden loss of connections), run emacs locally & have it transparently move the remote file back and forth when you save. Like Ange FTP, but it supports multiple protocals (including SSH) and multiple-hops. This was helpful in days of bad latency or unreliable connections. Thanksfully those days are gone.