Sysinternal Utilities on TechNet!
The sysinternal tools are now on TechNet. I know this is not specifically related to SQL Server however, but they are very useful tools which can help diagnose performance problems. I particularly like process explorer and process monitor (and they work on x64 & Vista too!). Get them here: http://www.microsoft.com/technet/sysinternals/processesandthreadsutilities.mspx