I cannot recommend Process Explorer highly enough. This application from SysInternals is essentially a replacement for the built-in Windows task manager. One small feature that turns out to be pretty useful is that each process is shown in the list with its associated icon. This makes tracking down a specific application really easy (especially those troublesome processes that don't terminate cleanly; Java, I'm looking at you). The other tremendously useful feature I enjoy is having a description and company name along with each process. Many processes have cryptic, 8-character names, and having the associated information to help identify them is a real time saver.