Besides a number of the tools already mentioned, I have installed Cygwin on my machine to get to some of the tools that are normally only available in a linux/unix based environment.
In that environment, I'm running
iperf to measure bandwidth
whois to lookup ip address owners
snmpwalk to search through mibs and for some scripts.
rancid (especially clogin) to do automated logins in scripts and monitor for router config changes. We also use NCM but I like the way rancid allows me to use svn to easily compare two versions of a router config.
I would probably be better off just installing linux as my primary OS and then use a VM for the Windows specific stuff but this is a Windows centric company, and I like to offload the basic desktop administration stuff to our Helpdesk, as long as they allow me to install my own work tools.