Videocards

GPU-Z v0.5.5 - video card information utility
MSI Afterburner v2.1.0 - video card information and overclocking utility. Works for all recent AMD and NVidia based cards, non-MSI as well!
Unigine Heaven v2.5 - Demo, benchmarking and stability testing in DirectX 11.
Catalyst Software Suite (64 bit) - Latest Drivers for all recent AMD based graphics cards.
Radeon Pro v1.1.0.6 - Utility for tweaking your Radeon card with more options than the Catalyst Control Center.
GeForce Drivers (64 bit) - Latest drivers for all NVidia based cards.

Processors

CPU-Z v1.58 - Processor information utility.
AMD OverDrive - AMD's overclocking utility. This works for AMD processors only. If you also have an AMD chipset and / or an AMD-based graphics card you can do even more.
Prime95 v26.6 (64 bit) - Processor stability testing utility.
IntelBurnTest v2.52 - Processor stability testing and benchmarking utility.
Core Temp v1.0 64 bit bloatware-free
Core Temp v1.0 32 bit bloatware-free
SpeedFan v4.44 - Speedfan does more than it's name suggests. It also monitors various temperatures and voltages within your system.
HWMonitor v1.18 - HWMonitor monitors voltages, temperatures and fan speeds for various components in your system.
wPrime v2.05 - wPrime is a relatively new multithreaded benchmarking tool. This is going to be an interesting benchmark as we are entering the era of fully multithreaded games and ever more processor cores.