I work in a pseudo-IT team that does development outside of a formal IT development environment - using Windows XP (and IE6). I can't install any software myself, so can only use what the central IT department makes available - which isn't much.
I have lots of UNIX development experience, so it's painful working without some of the tools I have previously taken for granted.
Notepad is my favorite thing about Windows. What else is there hiding in C:\Windows that I should know about?