Lot of great tips so far. Here's a few I use that I haven't seen mentioned yet:
PDF Reader: PDF X-Change
Registry Cleaner: Glary Utilities
Antivirus: Microsoft Security Essentials also sometimes use - F-Secure Online Scanner
Firewall: Comodo (has it's own sandboxing feature)
Privacy browser extension: Ghostery (Use it in Opera and Chrome)
Edit - not really sure about that SRWare Iron app. Downloaded it and made the mistake of clicking on the update media player link [seems an obvious bad move, in hindsight, on my part but at the time I thought it was a browser extension]. Found myself trying to get out of installing all kinds of mods to the browser. Also didn't find it helpful that the browser's blog is in German. The uninstall seems to have worked but it left the shortcuts on my desktop; so buyer beware & YMMV....