In a previous post I talked about some of the software I use regularly. As you may have noticed I am a firm believer in open source software, especially when it needs to be secure.
A good example is some of the software included with USB sticks for encryption (Article in dutch) (*) Which was fairly easy to crack. With a well known open source tool like TrueCrypt there is a smaller chance this will happen as there are many people who have looked at the source code.
Anyway, to the tools:
I use Putty and Cygwin SSHD to set up a secure connection to my computer at home. With tunneling I am able to use RDP to connect to the Windows desktop.
For FTP and SCP I like to use WinSCP.
To surf on public networks I sometimes use Tor which guarantees your anonymity on the internet. (Never use the tool to open anything that uses cleartext passwords!)
KeePass is a small tool I use to store my passwords. The tool runs on Windows, Linux, Palm and Pocket PC which is great!
As I said I use TrueCrypt to store privacy sensitive files on my laptop and USB sticks.
When there's some software I want to test I like to use Virtual PC or VMWare to make sure my system is not screwed up. You might want to try Sandboxie when virtualisation is not your thing.
(*) I just found the same article in english, here and here.