Finally, there's old Redmond itself. I've detailed several free tools available from Microsoft (Scriptomatic or SUS [Software Update Services] for instance), but here are several more. First, if you're running Windows Server 2003, you've got absolutely no excuse for not downloading the Windows Server 2003 Resource Kit Tools. This is about 35MB of useful graphical and command line tools all designed specifically to make a Windows administrator's life easier. Other Windows server platforms have free Resource Kit Tools downloads, including IIS 6.0, which is an especially good one. These downloads don't include all the documentation you'll find by purchasing the Resource Kit package, but for the whiz kids in the bunch, the apps are often enough. Plus Microsoft has so many descriptions and mentions of these tools in its TechNet libraries that you often don't need the documentation in order to run them.
Microsoft also has other free tool downloads. One we're trying out now is Server Performance Advisor 1.0 . This is a diagnostic tool designed to do root-cause analysis on Server 2003 performance problems, especially for IIS and AD. So far it's proved useful, although not earth-shatteringly so in field testing. Sonar, on the other hand, has been a bit more useful, although that's undoubtedly because we're involved in a file replication project at the moment. Sonar.exe is a command line utility that monitors key statistics of the Server 2003's FRS (File Replication Service), including traffic levels, free space available, and file transfer backlogs. Anyone configuring FRS should have Sonar downloaded and ready, although it also needs the a few support files, including the .Net Framework and ntfrsapi.dll.
I've only scratched the surface of freebie tools that really work for Windows administrators. If you've got a few of your own, let me know, and I'll tell the world. In the meantime, don't immediately open your wallet when a new tool is required. There's often a free tool available that's just as good as anything that takes a bite out of the budget.