1. WICU - Windows Installer CleanUp Utility
This free tool from Microsoft searches for installer entries from the Windows Installer and allows you to delete them. Mainly used for dealing with botched installs/uninstalls.

http://support.microsoft.com/kb/290301

2. Revo Uninstaller
A third party uninstaller program. Used to remove programs who's uninstallers fail, or miss bits.

http://www.revouninstaller.com/

3. Recuva
Recovers deleted files. A lifesaver when something goes wrong.

http://www.recuva.com/

(Be sure not to install the Yahoo! toolbar with this one)

4. CCleaner
Among other things, registry cleaner. We tend to use this to hunt out hidden bits of old Ad-Aware versions.

http://www.ccleaner.com/

Note: This list is not provided by Lavasoft. No program on this list is endorsed or recommended, either by Lavasoft or by myself. Neither Lavasoft nor myself accept any responsibility if things go boom.

EDITS: 14-06-09 - add Yahoo! toolbar warning to Recuva