Fabrice noticed my post about using Handle to figure out who had a file locked. As he noted, SysInternals is an excellent site with tons of very cool tools. They have even more good stuff in the Utilities section that I use fairly often:

• DebugView - lets you get a debug log on a machine without a debugger installed.
• PortMon - basically creates a log of a serial port. I used it to fine-tune the protocol used by Garmin GPS units.
• RegMon - monitors all registry access in real-time.
• PageDefrag - defrags page file and registry hives. I put it on every machine I build.
• BgInfo - useful on remote servers and if you use a KVM on multiple machines. Creates a desktop image after each login that shows useful info about the machine. For example: Name, Domain, Network Settings, etc.
• NewSID - resets the SID on a Ghosted machine

There are lots more excellent tools there, but these are the ones I've used.