Ooo, where to begin. CCleaner, OpenOffice, VLC and Audacity as above.
Also
Foobar2000 for playing audio.
PDF-Xchange Viewer as an alternative to Acrobat / Foxit.
FastStone Capture for screengrabs (now shareware, but freeware versions still available)
LaTeX for writing papers, How-To and Manuals (although if you're on a windows systems you have to hunt around to find a suitable distro - I use
Lyx over MikTex)
conTEXT text editor - better than Notepad++, IMHO (well it does R syntax highlighting which I use daily)
R-project for statistical analysis
SciLab as a free alternative to MatLab