Your manager came through, and your eight-year-old workstation whose hard drive you've replaced twice and with the cooling fan that sounds like a small commuter jet has been replaced. You have a brand spankin' new machine sitting at your desk, a blank slate eager for your scribbling, and empty vessel waiting for you to start pouring cool stuff into it.
So, what comes next?
In your experience, what are the must-have programs that you need to install before your workstation is ready for your use, regardless of what project you're working on?
A good visual compare and merge tool.
On Windows: Beyond Compare 
Sadly, I haven't found anything as good for OS X. http://scootersoftware.com/
catand most of the other tools that you use to make life at the command-line bearable)
CCleaner, for keeping the machine new.
A lightweight PDF reader that doesn't try to take over your computer. http://blog.kowalczyk.info/software/sumatrapdf/index.html
All my projects are in version control, and using it is now so automatic that I feel uncomfortable writing code without a version control system.
No matter what I'm doing, I always need:
Particularly Process Explorer http://technet.microsoft.com/en-us/sysinternals/default.aspx
This is really useful if you have dual monitors. http://www.realtimesoft.com/ultramon/
A hex editor. http://mh-nexus.de/en/hxd/
Best IM client I have ever used. http://adium.im/
I am assuming this is a Windows machine and that it does not have any of the usual crap-ware installed by default. I am also assuming that you company has MS Office installed so you don't need an email client, word processor etc. The list below are all freely available and mostly open source -
Most of these applications are available as portable apps that you can install on a flash drive from Portable Apps . I normally keep them on the flash drive and copy them over to the new machine and run it from there.
It's convenient since they can be easily moved from machine to machine, so you get up and running faster :-)
If you have the following software installed please uninstall or disable them.
Some that people haven't mentioned:
Emacs with org-mode.
I used to be a Linux/Mac user, and when a new work environment imposed the use of Win XP, my productivity fell drastically. I'm not blaming the OS, it's just that functionality I've grown to rely on were no longer available.
I've since brought my productivity back up to speed, thanks to the following apps:
For Mac: Quicksilver 
There's a Windows version too but the Mac version is much faster if I'm not mistaken. http://quicksilver.en.softonic.com/mac
Guake , a terminal for the gnome desktop, which pretty much acts like a quake terminal. http://guake.org
...plus half the stuff already said. I've tried so many times to make an all-in-one install disk, but it never works out.
edit: sorry, had to remove most of the hyperlinks. I am not yet worthy! http://www.manictime.com/
Because not every problem happens when you have a debugger attached http://www.microsoft.com/whdc/devtools/debugging/default.mspx
Spotify , to listen music. http://www.spotify.com
Ecco Pro 
I know there are much better outliners out there, and I've got several installed, but there's something about Ecco that makes me more creative when I'm mapping out a new high-level design.
Also, props to Microsoft for allowing an app from 1997 to still run flawlessly on an OS released over a decade later. http://en.wikipedia.org/wiki/Ecco_Pro
PDFCreator, for printing to pdf
Ditto Clipboard Manager
I use Ninite.com  to generate a batch installer for all of my essential applications (Firefox, CCleaner, Revo Uninstaller, etc). http://ninite.com/
(All of these are Windows apps. The question doesn't specify operating system.)
Music player such as Winamp or Songbird
An application for keeping my task list. I use jEdit  for this purpose. http://superuser.com/questions/1206/which-tool-do-you-use-for-your-to-do-list/38190#38190
It is by far the best .NET programmers' notepad available. http://www.linqpad.net/
Doing large amounts of coding in C++ is a nightmare without it. http://www.wholetomato.com/
DEFRAGGLER  Great defragging program http://www.piriform.com/defraggler
VMware Workstation only, because I do all work in virtual machines.
The software on a physical host is completely irrelevant for me--it may be a clean & empty Windows 7 or minimal Fedora installation--for obvious reasons I don't care.
Great freeware tool that extends your taskbar aver multiple screens and adds multi monitor support. http://www.google.com/chrome/intl/en/landing_chrome.html?hl=en
I've got a shell script prepped that installs the following on my machine:
When I'm not within my usual haunt (Visual Studio) I'm usually working away in UltraEdit  which is a great text editor, I've used it for years and its never failed me. Got everything I need, but not bloated like other editors.
Other than that, Beyond Compare, UltraMon, Paint.net and FileZilla are other apps that are first to get installed on a clean machine. http://www.ultraedit.com/
Alarm Clock Type Programs
Any alarm program that can run on my computer with a really annoying buzzer ring has the win for me.
LaTeX distribution, for times when Office just doesn't cut it. I prefer MikTeX Portable, can carry it with me as I tag along. http://miktex.org
Best music player I've ever used. UI is amazing.
Others: MalwareBytes, Spybot, Avira, Scotty, ImgBurn.
Provides a fast an efficient way to search through folders/files with regex patterns for both filename and contents.
Explorer integration allows you to right click on a folder and initiate an Agent Ransack search starting at that point. http://www.mythicsoft.com/page.aspx?type=agentransack&page=home