Need a PDF writer that can create a PDF from just about any program (Word, Excel, Powerpoint, etc.)? Try cutepdf.com and download their PDF print driver. It works just like a normal printer on your printers list - select it and you'll need to choose a location to save the PDF file it will create. It also has a professional version for $50.
Most PCs have a built in PDF reader now, but just in case, you can download a free one from Adobe.
SyncToy is a free tool that can be downloaded from Microsoft. It's easy to set up and it helps you to do a quick backup. You select the files/folders you want to backup, and it compares the versions and only copies the ones that have changed. It won't save your whole system if your PC crashes (that requires keeping an image of your whole setup), but it will save your data if you use it regularly.
Performance Improvement Utilities
CCleaner is as PC optimization tool will clean your registry, remove old drivers, etc. to improve performance. It has a free version and a professional version for $25.
Dropbox is a free file sharing site that is web based. You get a minimal amount of free space to start, and are given additional space as you add friends, take tutorials and other actions on the site. You can share a link with anyone who needs your file, or you can give them access to a shared folder to exchange files.
Google Talk works just like most other instant message programs. I like it because I use Google mail and calendar so it's integrated nicely.
Not Free, But Worth It
To save passwords for your most frequent website use, try Roboform. It has a free version for limited use, or you can buy a subscription for $10 per year for the web-based version.
To capture screen shots of your PC, use SnagIt. You have the option to capture just a region of the full screen, or the whole scrolling window, among others. You can also do some editing on it within SnagIt before you use it elsewhere. It can also capture video and it's only $50.