Update: New Stuff from the latest update will be in RED.

This list will grow as I find new tools. So if you know of some not on this list do post them in the comments.

SQL Server Management Studio Add-in's

SSMS Tools Pack - an add-in with lots of IDE options (Query Execution history, regions, debug sections, CRUD stored procedures creation, new query templates, running custom scripts from Object explorer's context menu) for SQL Server Management Studio and SQL Server Management Studio Express

Data Scripter - generates insert statements for a table

Create Database Snapshot - simple GUI for creating a database snapshot

Sort SQL Project Files - sorts SQL project files

The Black Art of Writing a SQL Server Management Studio 2005 Add-In - a how-to article and a Search DB Objects add-in with code

How to create SSMS Add-in - an article that describes how to create add-ins without any source code

Free SQL Server books

"Boost your DBA expertise" and "DBA Best Practices"  - two free books by RedGate

SQL Injection tools

Top 15 free SQL Injection Scanners - 15 free SQL injection scanners :)

Microsoft Source Code Analyzer for SQL Injection - a static code analysis tool for finding SQL Injection vulnerabilities in ASP code

UrlScan v3.0 Beta - a Microsoft security tool that restricts the types of HTTP requests that Internet Information Services (IIS) will process

HP Scrawlr - crawls a website, simultaneously analyzing the parameters of each individual web page for SQL Injection vulnerabilities

Blind Sql Injection Brute Forcer version 2 - accepts custom SQL queries as a command line parameter and it works for both integer and string based injections.

Administration

SQL Web Data Administrator - enables you to easily manage your SQL Server data from a web browser

SQL Server Cache Manager - allows you to return information about what is stored is the SQL Server cache and how efficiently it is being used.

SQL Internals Viewer - a tool for looking into the SQL Server storage engine and seeing how data is physically allocated, organized and stored.

Microsoft SQL Server 2000/2005 Management Pack - monitors the availability and performance of SQL Server 2000 and 2005 and can issue alerts for configuration problems.

Performance Analysis of Logs (PAL) Tool - tool that reads in a performance monitor counter log (any known format) and analyzes it using complex, but known thresholds (provided).

Microsoft Baseline Security Analyzer - helps small- and medium-sized businesses determine their security state in accordance with Microsoft security recommendations and offers specific remediation guidance

RML Utilities for SQL Server (x86) and (x64) - tools to help database administrators manage the performance of Microsoft SQL Server: Overview

SQLDumper.exe - comes with SQL Server. Installed at ..\Microsoft SQL Server\90\Shared\SQLDumper.exe. Generates a dump file on demand for any Microsoft Windows application.

SQL Server 2005 Partition Management - helps in data loading and extraction from partitions

SQLdiag Utility - a general purpose diagnostics collection utility that can be run as a console application or as a service (comes with SQL Server)

SQL Nexus - analyzes SQLDIAG captures

PSSDiag Utility - a general purpose diagnostic collection utility that Microsoft Product Support Services uses to collect various logs and data files

SQL Recon - performs active and passive scans of your network in order to identify all of the SQL Server/MSDE installations in your enterprise

SQL Server 2005 Express Profiler - a free SQL Profiler for SQL Express

Log Parser 2.2 - provides query access to log files, XML files and CSV files, the Event Log, the Registry, the file system, and Active Directory

Microsoft SQL Server Management Studio Express - apparently a lot of people don't know this exists. Stripped down version of SSMS

SQL Server 2005 System Views Map - a nice map of all the DMV's and links between them

SQL Server Web Data Administrator - admin your SQL Server over the web

SQL Server Express Utility - simple interaction with SQL Server

TableDiff.exe - utility that compares 2 tables for differences in data and schema for SQL Server 2000 and 2005

DMVStats - collects, analyzes and reports on SQL Server 2005 DMV performance data

Best practices, analysis, health and performance

SQL Server FineBuild - provides one-click install and best-practice configuration of SQL Server 2005.

SQL Server 2005 Assessment Configuration Pack for Sarbanes-Oxley Act (SOX) - contains configuration items intended to help you establish and validate a desired configuration for your SQL 2005 servers in order to support your Sarbanes-Oxley compliance efforts

SQLIO GUI - user interface for SQLIO Disk Subsystem Benchmark Tool

SQLQueryStress -  automatically collects metrics to help you determine whether your queries will perform under load, and what kind of resource strain they put on your server

SQLIO Disk Subsystem Benchmark Tool - used to determine the I/O capacity of a given configuration

SQL Server 2005 Best Practices Analyzer - lets you verify the implementation of common Best Practices in SQL Server 2005

SQL Server 2000 Best Practices Analyzer - lets you verify the implementation of common Best Practices in SQL Server 2000

SQL Server Health and History Tool (SQLH2) - collects information from instances of SQL Server to determine how SQL Server is being used

SQL Server Health and History Tool (SQLH2) Performance Collector - optional tool to collect performance counters that are consumed by the SQLH2

SQL Server Health and History Tool (SQLH2) Reports - reports needed to view the data collected by the SQLH2

SQL Server 2005 Performance Dashboard Reports - performance reports that integrate into SQL Server Management Studio

Microsoft SQL Server 2000/2005 Management Pack - monitors the availability and performance of SQL Server 2000 and 2005 and can issue alerts for configuration problems

Database Publishing to hosted servers

Microsoft SQL Server Database Publishing Wizard - provides a way to publish databases to T-SQL scripts or directly to supporting hosting service providers

Microsoft SQL Server Database Publishing Services - deployed by shared hosting providers to enable publishing of SQL Server databases over the Internet

Upgrade and Migration

Microsoft SQL Server 2005 Upgrade Advisor - used when upgrading from lower SQL Server version to SQL Server 2005

SQL Server Migration Assistant for Access

SQL Server Migration Assistant for Oracle

SQL Server Migration Assistant for Sybase ASE

SQL Server Analysis Services

MDX Script Performance Analyser - allows the user to identify how much each calculated member, named set and scoped assignment in an Analysis Services cube's MDX script contributes to the overall performance of a given MDX query.

Microsoft SQL Server 2005 Data Mining Add-ins for Microsoft Office 2007 - SQL Server 2005 predictive analytics in Office Excel 2007 and Office Visio 2007

SQL Server Integration Services

DTLoggedExec  - allows you to run a Sql Server Integration Services (SSIS) Package producing a full and detailed logging information of execution status and package runtime data.

SQL Server 2005 BI Development Studio (BIDS)

BIDS Helper - Add-in for Visual Studio Business Intelligence Development Studio

Samples

SQL Server Analysis Services Product Samples

SQL Server 2005 Samples and Sample Databases

Non MS stuff

SQL CLR Project - a tool that allows you to deploy .NET assemblies to SQL Server. Pretty COOL if you work with SQL CLR a lot

SQL Designer - online SQL Database designer. Contains Importing and Exporting scripts to and from different formats

DbDiff and DbScripting - Compare SQL Server database structures and generate scripts

SQL Accord Community Edition - compares database schema

Quest software's Comparison Suite for SQL Server - tried it... pretty slick

Bypsoft's DBTYP.NET - compares SQL Server, MySQL and Oracle databases. Cross database comparison of schemas and data.

SQL DB Tools - SqlDbDiff, SqlDbSearch and SqlDbSize utility

ClearTrace - utility to easier read your saved trace files

SQL Sripter - data export and scripting utility for Microsoft SQL Server

ScriptDb - data export and scripting utility for Microsoft SQL Server

Idera's Free Tools - SQL Server backup and recovery tool, performance dashboard and logons and permissions transfer tool

SQL and other code Formatting

Jean-Claude Manoli's code formater - online formatting. I use this for my blog's code formatting. Has source code download and formats C#, VB, HTML/XML/ASPX  , T-SQL and MSH

SQLinForm - online and desktop versions

Simple Talk's Prettifier - online format tool for T-SQL, C# and VB.

Wangz's Instant SQL Formatter- formats SQL for pretty much all know databases, they also have an add-in for SSMS and QA but it's not fully free so no link :)

Even if none of this stuff helps you at the moment it's good to know they exist.

Because DBA-ing is like a box of chocolates, you never know what you're going to get :)