Rob's Favorite Shareware
Please be aware that different operating systems need specific versions of apps to run correctly. I am running OS X on a Mac. There are Windows equivalents to many of these. I like using VersonTracker and am basing all of these links on that website (I like that it remembers the version number of my OS. There are many other sites also hosting shareware.
Version Tracker site link

iKey
Lets you setup little scripts for just about everything on a Mac without knowing anything about writing scripts. I like set up hot keys, startup sequences, events at application launch, etc.
Version tracker link for iKey
Company web site

ShapeShifter
This PrePane allows you to change the appearance of OS X. Once you have purchased this you can download tons of skins that can change the look of your machine. The "look" goes all the way into apps, it changes everything!
Version tracker link for ShapeShifter
Company web site

MightyMouse
This is not Apple's "Mighty Mouse" hardware. This Preference Pane that allows you to alter the appearance of your cursor. You can also edit the difference states of the cursor like the "wait state" for instance.
Version tracker link for MightyMouse
Company web site

Audio HiJack Pro
App allows you to hear and record audio from multiple sources. You can combine any audio possible together and record it if you wish within the app, including DVDs, microphones, guitars. I find it especially useful for playing guitar into an M-Audio USB device and listening to itunes, allowing me to jam along.
Company web site